Publication:2725576

zbMath0976.91053MaRDI QIDQ2725576

Leonid Kogan, Andrew W. Lo, Dimitris J. Bertsimas

Publication date: 3 September 2001

zbMATH Keywords

derivatives; continuous-time models; delta hedging

Mathematics Subject Classification ID

91B62: Economic growth models

91B82: Statistical methods; economic indices and measures

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