ARTICLES - Hedging Derivative Securities and Incomplete Markets: An e-Arbitrage Approach
| Year of publication: |
2001
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|---|---|
| Authors: | Bertsimas, Dimitris ; Kogan, Leonid ; Lo, Andrew W. |
| Published in: |
Operations research : the journal of the Operations Research Society of America. - Linthicum, Md : INFORMS, ISSN 0030-364X, ZDB-ID 1233890. - Vol. 49.2001, 3, p. 372-397
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