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

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DC Field	Value	Language
dc.contributor	Bertsimas, Dimitris.	-
dc.contributor	Kogan, Leonid, 1974-	-
dc.contributor	Lo, Andrew W.	-
dc.date	2003-04-29T05:15:15Z	-
dc.date	2003-04-29T05:15:15Z	-
dc.date	1997	-
dc.date.accessioned	2013-06-04T16:15:07Z	-
dc.date.available	2013-06-04T16:15:07Z	-
dc.date.issued	2013-06-05	-
dc.identifier	no.3973	-
dc.identifier	http://hdl.handle.net/1721.1/2673	-
dc.identifier.uri	http://koha.mediu.edu.my:8181/xmlui/handle/1721	-
dc.description	by Dimitris Bertsimas, Leonid Kogan, and Andrew W. Lo.	-
dc.description	Cover title.	-
dc.description	Includes bibliographical references (p. 57-60).	-
dc.description	Partially supported by the MIT Laboratory for Financial Engineering and a Presidential Young Investigator Award with matching funds from Draper Laboratory. DDM-9158118	-
dc.format	60 p.	-
dc.format	3929861 bytes	-
dc.format	application/pdf	-
dc.language	eng	-
dc.publisher	Sloan School of Management, Massachusetts Institute of Technology	-
dc.relation	Working paper (Sloan School of Management) ; WP 3973-97.	-
dc.subject	HD28 .M414 no.3973-97	-
dc.title	Pricing and hedging derivative securities in incomplete markets : an e-arbitrage approach	-
Appears in Collections:	MIT Items

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