Andrew W. Lo

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

◀ ▶ joint publications with Dimitris Bertsimas

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Publications

2001
[j4]
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Dimitris Bertsimas, Leonid Kogan, Andrew W. Lo:
Hedging Derivative Securities and Incomplete Markets: An Formula-Arbitrage Approach. Oper. Res. 49(3): 372-397 (2001)
1999
[j2]
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  - journals/cse/BertsimasLH99
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Dimitris Bertsimas, Andrew W. Lo, Paul Hummel:
Optimal control of execution costs for portfolios. Comput. Sci. Eng. 1(6): 40-53 (1999)

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