Hedging Derivative Securities and Incomplete Markets: An ε-Arbitrage Approach

✍ Scribed by Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W.

• Book ID: 118252692
• Publisher: INFORMS
• Year: 2001
• Tongue: English
• Weight: 840 KB
• Volume: 49
• Category: Article
• ISSN: 0030-364X
• DOI: 10.1287/opre.49.3.372.11218