| dc.contributor |
Bertsimas, Dimitris. |
|
| dc.contributor |
Kogan, Leonid, 1974- |
|
| dc.contributor |
Lo, Andrew W. |
|
| dc.date |
2003-04-29T05:15:15Z |
|
| dc.date |
2003-04-29T05:15:15Z |
|
| dc.date |
1997 |
|
| dc.date.accessioned |
2013-06-04T16:15:07Z |
|
| dc.date.available |
2013-06-04T16:15:07Z |
|
| dc.date.issued |
2013-06-05 |
|
| dc.identifier |
no.3973 |
|
| dc.identifier |
http://hdl.handle.net/1721.1/2673 |
|
| dc.identifier.uri |
http://koha.mediu.edu.my:8181/xmlui/handle/1721 |
|
| dc.description |
by Dimitris Bertsimas, Leonid Kogan, and Andrew W. Lo. |
|
| dc.description |
Cover title. |
|
| dc.description |
Includes bibliographical references (p. 57-60). |
|
| dc.description |
Partially supported by the MIT Laboratory for Financial Engineering and a Presidential Young Investigator Award with matching funds from Draper Laboratory. DDM-9158118 |
|
| dc.format |
60 p. |
|
| dc.format |
3929861 bytes |
|
| dc.format |
application/pdf |
|
| dc.language |
eng |
|
| dc.publisher |
Sloan School of Management, Massachusetts Institute of Technology |
|
| dc.relation |
Working paper (Sloan School of Management) ; WP 3973-97. |
|
| dc.subject |
HD28 .M414 no.3973-97 |
|
| dc.title |
Pricing and hedging derivative securities in incomplete markets : an e-arbitrage approach |
|