APA (7th ed.) Citation

Bertsimas, D., Kogan, L., & Lo, A. W. (1997). Pricing and hedging derivative securities in incomplete markets: An e-arbitrage approach. National Bureau of Economic Research.

Chicago Style (17th ed.) Citation

Bertsimas, Dimitris, Leonid Kogan, and Andrew W. Lo. Pricing and Hedging Derivative Securities in Incomplete Markets: An E-arbitrage Approach. Cambridge, MA: National Bureau of Economic Research, 1997.

MLA (9th ed.) Citation

Bertsimas, Dimitris, et al. Pricing and Hedging Derivative Securities in Incomplete Markets: An E-arbitrage Approach. National Bureau of Economic Research, 1997.