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

Bibliografiske detaljer
Hovedforfatter:	Bertsimas, Dimitris
Andre forfattere:	Kogan, Leonid, Lo, Andrew W.
Format:	Bog
Sprog:	English
Udgivet:	Cambridge National Bureau of Economic Research 1997.
Fag:	Pricing > Mathematical models. Hedging (Finance) > Mathematical models. Options (Finance) > Mathematical models.
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