Bertsimas, D., Kogan, L., & Lo, A. W. (1997). Pricing and hedging derivative securities in incomplete markets: An E-arbitrage approach. National Bureau of Economic Research.
Cita Chicago (17th ed.)Bertsimas, Dimitris, Leonid Kogan, i Andrew W. Lo. Pricing and Hedging Derivative Securities in Incomplete Markets: An E-arbitrage Approach. Cambridge: National Bureau of Economic Research, 1997.
Cita MLA (9th ed.)Bertsimas, Dimitris, et al. Pricing and Hedging Derivative Securities in Incomplete Markets: An E-arbitrage Approach. National Bureau of Economic Research, 1997.
Atenció: Aquestes cites poden no estar 100% correctes.