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:
Online Access:Click to View
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100 1 |a Maruhn, Jan H. 
245 1 0 |a Robust static super-replication of barrier options  |h [electronic resource] /  |c Jan H. Maruhn. 
260 |a Berlin ;  |a New York :  |b Walter de Gruyter,  |c c2009. 
300 |a xii, 197 p. :  |b ill. 
490 1 |a Radon series on computational and applied mathematics,  |x 1865-3707 ;  |v 7 
500 |a "RICAM, Johann Radon Institute for Computational and Applied Mathematics". 
504 |a Includes bibliographical references (p. [187]-191) and index. 
533 |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. 
650 0 |a Options (Finance)  |x Mathematical models. 
650 0 |a Hedging (Finance)  |x Mathematical models. 
655 4 |a Electronic books. 
710 2 |a Radon Institute for Computational and Applied Mathematics. 
710 2 |a ProQuest (Firm) 
830 0 |a Radon series on computational and applied mathematics ;  |v 7. 
856 4 0 |u https://ebookcentral.proquest.com/lib/matrademy/detail.action?docID=453919  |z Click to View