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

Bibliografische gegevens
Hoofdauteur:	Bertsimas, Dimitris
Andere auteurs:	Kogan, Leonid, Lo, Andrew W.
Formaat:	Boek
Taal:	English
Gepubliceerd in:	Cambridge National Bureau of Economic Research 1997.
Onderwerpen:	Pricing > Mathematical models. Hedging (Finance) > Mathematical models. Options (Finance) > Mathematical models.
Online toegang:	Click here to download the fulltext