Description: Robust static super-replication of barrier options

Bibliographic Details
Main Author:	Maruhn, Jan H.
Corporate Authors:	Radon Institute for Computational and Applied Mathematics., ProQuest (Firm)
Format:	Electronic eBook
Language:	English
Published:	Berlin ; New York : Walter de Gruyter, c2009.
Series:	Radon series on computational and applied mathematics ; 7.
Subjects:	Options (Finance) > Mathematical models. Hedging (Finance) > Mathematical models. Electronic books.
Online Access:	Click to View

Description
Item Description:	"RICAM, Johann Radon Institute for Computational and Applied Mathematics".
Physical Description:	xii, 197 p. : ill.
Bibliography:	Includes bibliographical references (p. [187]-191) and index.
ISSN:	1865-3707 ;