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~isPartOf:"Applied mathematical finance"
~isPartOf:"Wiley trading series"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Kogan, Leonid"
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Futures prices in a production economy with investment constraints
Kogan, Leonid
;
Livdan, Dmitry
;
Yaron, Amir
-
2005
Persistent link: https://www.econbiz.de/10003082909
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Pricing and hedging derivative securities in incomplete markets : an [epsilon]-arbitrage approach
Bertsimas, Dimitris
;
Kogan, Leonid
;
Lo, Andrew W.
-
1997
Persistent link: https://www.econbiz.de/10000646551
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