BibTex format
@inproceedings{Brigo:2015:10.1007/978-3-319-09114-3_1,
author = {Brigo, D and Nordio, C},
doi = {10.1007/978-3-319-09114-3_1},
pages = {3--18},
publisher = {SPRINGER},
title = {A Random Holding Period Approach for Liquidity-Inclusive Risk Management},
url = {http://dx.doi.org/10.1007/978-3-319-09114-3_1},
year = {2015}
}