Pricing and hedging derivative securities in incomplete markets
Subtitle: an e-arbitrage approach
By: Dimitris Bertsimas, Leonid Kogan, Andrew W. Lo.
Contributors: Kogan, Leonid, 1974-; Lo, Andrew W.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 6250; Working paper series (National Bureau of Economic Research) -- working paper no. 6250.
Publisher: National Bureau of Economic Research
Published: 1997
Place of publication: Cambridge, MA
Language: eng
Number of pages: 60
Subjects: Derivative securities -- Europe -- Econometric models.; Arbitrage -- Europe -- Econometric models.
Notes: "November 1997."

JEL no. G13.

Includes bibliographical references (p. 57-60).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.

Financial support from the National Science Foundation