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

Author(s)
Bertsimas, Dimitris.; Kogan, Leonid, 1974-; Lo, Andrew W.
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Description
Cover title.
 
Includes bibliographical references (p. 57-60).
 
Date issued
1997
URI
http://hdl.handle.net/1721.1/2673
Publisher
Sloan School of Management, Massachusetts Institute of Technology
Other identifiers
no.3973
Series/Report no.
Working paper (Sloan School of Management) ; WP 3973-97.
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