Pricing and hedging derivative securities in incomplete markets: an epsilon-arbitrage approach
Gespeichert in:
| Beteiligte Personen: | , , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge, Mass.
1997
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
6250 |
| Links: | http://papers.nber.org/papers/w6250.pdf |
| Umfang: | 60 S. graph. Darst. |
Internformat
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| 100 | 1 | |a Bertsimas, Dimitris |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Pricing and hedging derivative securities in incomplete markets |b an epsilon-arbitrage approach |c Dimitris Bertsimas ; Leonid Kogan ; Andrew W. Lo |
| 264 | 1 | |a Cambridge, Mass. |c 1997 | |
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| 700 | 1 | |a Lo, Andrew W. |d 1960- |e Verfasser |0 (DE-588)124791433 |4 aut | |
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| 830 | 0 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 6250 |w (DE-604)BV002801238 |9 6250 | |
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Datensatz im Suchindex
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| indexdate | 2024-12-20T10:18:31Z |
| institution | BVB |
| language | English |
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| physical | 60 S. graph. Darst. |
| publishDate | 1997 |
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| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Bertsimas, Dimitris Verfasser aut Pricing and hedging derivative securities in incomplete markets an epsilon-arbitrage approach Dimitris Bertsimas ; Leonid Kogan ; Andrew W. Lo Cambridge, Mass. 1997 60 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 6250 Kogan, Leonid 1974- Verfasser (DE-588)124834167 aut Lo, Andrew W. 1960- Verfasser (DE-588)124791433 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 6250 (DE-604)BV002801238 6250 http://papers.nber.org/papers/w6250.pdf kostenfrei Volltext |
| spellingShingle | Bertsimas, Dimitris Kogan, Leonid 1974- Lo, Andrew W. 1960- Pricing and hedging derivative securities in incomplete markets an epsilon-arbitrage approach National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| title | Pricing and hedging derivative securities in incomplete markets an epsilon-arbitrage approach |
| title_auth | Pricing and hedging derivative securities in incomplete markets an epsilon-arbitrage approach |
| title_exact_search | Pricing and hedging derivative securities in incomplete markets an epsilon-arbitrage approach |
| title_full | Pricing and hedging derivative securities in incomplete markets an epsilon-arbitrage approach Dimitris Bertsimas ; Leonid Kogan ; Andrew W. Lo |
| title_fullStr | Pricing and hedging derivative securities in incomplete markets an epsilon-arbitrage approach Dimitris Bertsimas ; Leonid Kogan ; Andrew W. Lo |
| title_full_unstemmed | Pricing and hedging derivative securities in incomplete markets an epsilon-arbitrage approach Dimitris Bertsimas ; Leonid Kogan ; Andrew W. Lo |
| title_short | Pricing and hedging derivative securities in incomplete markets |
| title_sort | pricing and hedging derivative securities in incomplete markets an epsilon arbitrage approach |
| title_sub | an epsilon-arbitrage approach |
| url | http://papers.nber.org/papers/w6250.pdf |
| volume_link | (DE-604)BV002801238 |
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