@MISC\{IMM2007-05565,
    author       = "P. W. Duvig",
    title        = "CPPI",
    year         = "2007",
    publisher    = "Informatics and Mathematical Modelling, Technical University of Denmark, {DTU}",
    address      = "Richard Petersens Plads, Building 321, {DK-}2800 Kgs. Lyngby",
    note         = "Supervised by Assoc. Prof. Jens Thyge Kristensen, {IMM,} {DTU}. Thesis not publicly available.",
    url          = "http://www2.compute.dtu.dk/pubdb/pubs/5565-full.html"
}