Robust static super-replication of barrier options
Maruhn, Jan H.
Robust static super-replication of barrier options [electronic resource] / Jan H. Maruhn. - Berlin ; New York : Walter de Gruyter, c2009. - xii, 197 p. : ill. - Radon series on computational and applied mathematics, 7 1865-3707 ; . - Radon series on computational and applied mathematics ; 7. .
"RICAM, Johann Radon Institute for Computational and Applied Mathematics".
Includes bibliographical references (p. [187]-191) and index.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2011.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Options (Finance)--Mathematical models.
Hedging (Finance)--Mathematical models.
Electronic books.
HG6024.A3 / M374 2009eb
Robust static super-replication of barrier options [electronic resource] / Jan H. Maruhn. - Berlin ; New York : Walter de Gruyter, c2009. - xii, 197 p. : ill. - Radon series on computational and applied mathematics, 7 1865-3707 ; . - Radon series on computational and applied mathematics ; 7. .
"RICAM, Johann Radon Institute for Computational and Applied Mathematics".
Includes bibliographical references (p. [187]-191) and index.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2011.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Options (Finance)--Mathematical models.
Hedging (Finance)--Mathematical models.
Electronic books.
HG6024.A3 / M374 2009eb