Hedging Derivative Securities and Incomplete Markets: An ε-Arbitrage Approach
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Publication:3635008
DOI10.1287/opre.49.3.372.11218zbMath1163.91381MaRDI QIDQ3635008
Andrew W. Lo, Leonid Kogan, Dimitris J. Bertsimas
Publication date: 3 July 2009
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/d82ea47da159ec3712435ef619fab6e29d78f471
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