Robust Static Super-Replication of Barrier Options
Jan H. Maruhn
De Gruyter, 2009
266,75 €On orderDelivery: 2-3 weeks
Presents hedging strategies for a class of financial options. This book places emphasis on theoretical and numerical aspects, such as the consideration of appropriate existence, duality and convergence results.
- ISBN-13
- 9783110204681
- ISBN-10
- 3110204681
- Publisher
- De Gruyter
- Year
- 2009
- Publication date
- 2009-07-15
- Pages
- 209
- Dimensions
- 240x170x
- Weight
- 543