Robust Static Super-Replication of Barrier Options - Radon Series on Computational and Applied Mathematics - Jan H. Maruhn - Books - De Gruyter - 9783110204681 - July 15, 2009
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Jan H. Maruhn
Robust Static Super-Replication of Barrier Options - Radon Series on Computational and Applied Mathematics 1st edition

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Presents hedging strategies for a class of financial options. This book places emphasis on theoretical and numerical aspects, such as the consideration of appropriate existence, duality and convergence results.

Media Books     Hardcover Book   (Book with hard spine and cover)
Released July 15, 2009
ISBN13 9783110204681
Publishers De Gruyter
Pages 209
Dimensions 150 × 220 × 20 mm   ·   543 g
Language German  

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