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

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  • Bertsimas, Dimitris.
  • Kogan, Leonid, 1974-
  • Lo, Andrew W.

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  • Bertsimas, Dimitris. & Kogan, Leonid, 1974- & Lo, Andrew W., 1997. "Pricing and hedging derivative securities in incomplete markets : an e-arbitrage approach," Working papers WP 3973-97., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  • Handle: RePEc:mit:sloanp:2673
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    File URL: http://hdl.handle.net/1721.1/2673
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