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

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

Bibliographische Detailangaben
1. Verfasser: Bertsimas, Dimitris
Weitere Verfasser: Kogan, Leonid, Lo, Andrew W.
Format: Buch
Sprache:English
Veröffentlicht: Cambridge National Bureau of Economic Research 1997.
Schlagworte:
Pricing > Mathematical models.
Hedging (Finance) > Mathematical models.
Options (Finance) > Mathematical models.
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