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12010600 Equity derivatives.

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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,

(2) MIT Sloan School of Management, Cambridge, MA 02142,

(3) Graduate School of Business Administration, Harvard University, Boston, MA 02163,

(4) Stanford University and Oak Hill Platinum Partners, Rye Brook, NY 10573,

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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:Brief article
Date:Sep 1, 2005
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