An edition of Pricing and hedging derivative securities in incomplete markets (1997)

Pricing and hedging derivative securities in incomplete markets

an e-arbitrage approach

by

Pricing and hedging derivative securities in ...
Dimitris Bertsimas, Dimitris B ...
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Last edited by WorkBot
February 13, 2010 | History
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An edition of Pricing and hedging derivative securities in incomplete markets (1997)

Pricing and hedging derivative securities in incomplete markets

an e-arbitrage approach

by

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Publish Date
Publisher
National Bureau of Economic Research
Language
English
Pages
60

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Subjects

Econometric models, Arbitrage, Derivative securities

Places

Europe

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Edition Availability
Cover of: Pricing and hedging derivative securities in incomplete markets
Pricing and hedging derivative securities in incomplete markets: an e-arbitrage approach
1997, National Bureau of Economic Research
in English
  • Not in Library

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Book Details

Edition 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

Published in
Cambridge, MA
Series
NBER working paper series -- working paper 6250, Working paper series (National Bureau of Economic Research) -- working paper no. 6250.

The Physical Object

Pagination
60 p. :
Number of pages
60

ID Numbers

Open Library
OL22404779M

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December 10, 2009 Created by WorkBot add works page