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.