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Title: | Pricing and hedging derivative securities in incomplete markets : an e-arbitrage approach |
Authors: | Bertsimas, Dimitris. Kogan, Leonid, 1974- Lo, Andrew W. |
Keywords: | HD28 .M414 no.3973-97 |
Issue Date: | 5-Jun-2013 |
Publisher: | Sloan School of Management, Massachusetts Institute of Technology |
Description: | by Dimitris Bertsimas, Leonid Kogan, and Andrew W. Lo. Cover title. Includes bibliographical references (p. 57-60). Partially supported by the MIT Laboratory for Financial Engineering and a Presidential Young Investigator Award with matching funds from Draper Laboratory. DDM-9158118 |
URI: | http://koha.mediu.edu.my:8181/xmlui/handle/1721 |
Other Identifiers: | no.3973 http://hdl.handle.net/1721.1/2673 |
Appears in Collections: | MIT Items |
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