Pricing and Hedging Derivative Securities in Incomplete Markets: an EE-arbitrage Approach

Pricing and Hedging Derivative Securities in Incomplete Markets: an EE-arbitrage Approach
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Book Synopsis Pricing and Hedging Derivative Securities in Incomplete Markets: an EE-arbitrage Approach by : Dimitris Bertsimas

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Arbitrage Theory provides the foundation for the pricing of financial derivatives and has become indispensable in both financial theory and financial practice.