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

Bibliografiska uppgifter
Huvudupphovsman:	Bertsimas, Dimitris
Övriga upphovsmän:	Kogan, Leonid, Lo, Andrew W.
Materialtyp:	Bok
Språk:	English
Publicerad:	Cambridge National Bureau of Economic Research 1997.
Ämnen:	Pricing > Mathematical models. Hedging (Finance) > Mathematical models. Options (Finance) > Mathematical models.
Länkar:	Click here to download the fulltext