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11110000 Dynamic hedging.

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Terence Lim (1), Andrew W. Lo (2), Robert C. Merton (3) and Myron S. Scholes (4)

(1) Goldman Sachs Asset Management, 32 Old Slip, New York, NY 10005, terence.lim@gs.com

(2) MIT Sloan School of Management, Cambridge, MA 02142, alo@mit.edu

(3) Graduate School of Business Administration, Harvard University, Boston, MA 02163, merton@hbs.edu

(4) Stanford University and Oak Hill Platinum Partners, Rye Brook, NY 10573, mscholes@ohpp.com
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Title Annotation:5: Citations
Author:Lim, Terence; Lo, Andrew W.; Merton, Robert C.; Scholes, Myron S.
Publication:Foundations and Trends in Finance
Article Type:Recommended readings
Date:Sep 1, 2005
Words:610
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