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