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Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model
Author(s) -
Dimitris Bertsimas,
Leonid Kogan,
Andrew W. Lo
Publication year - 1997
Language(s) - English
Resource type - Reports
DOI - 10.3386/w6250
Subject(s) - derivative (finance) , financial economics , economics , econometrics , capital asset pricing model , business

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