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Pricing and hedging derivative securities in incomplete markets : an e-arbitrage approach

Pricing and hedging derivative securities in incomplete markets : an e-arbitrage approach

Bertsimas, Dimitris.; Kogan, Leonid, 1974-; Lo, Andrew W.
URI: http://koha.mediu.edu.my:8181/xmlui/handle/1721
Date: 2013-06-05

Description:

 
by Dimitris Bertsimas, Leonid Kogan, and Andrew W. Lo.
 
Cover title.
 
Includes bibliographical references (p. 57-60).
 
Partially supported by the MIT Laboratory for Financial Engineering and a Presidential Young Investigator Award with matching funds from Draper Laboratory. DDM-9158118
 

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