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

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

Dettagli Bibliografici
Autore principale: Bertsimas, Dimitris
Altri autori: Kogan, Leonid, Lo, Andrew W.
Natura: Libro
Lingua:English
Pubblicazione: Cambridge National Bureau of Economic Research 1997.
Soggetti:
Pricing > Mathematical models.
Hedging (Finance) > Mathematical models.
Options (Finance) > Mathematical models.
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