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Robust Static Super-Replication of Barrier Options - Radon Series on Computational and Applied Mathematics Jan H. Maruhn 1e uitgave
Robust Static Super-Replication of Barrier Options - Radon Series on Computational and Applied Mathematics
Jan H. Maruhn
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.
| Media | Boeken Hardcover Book (Boek met harde rug en kaft) |
| Vrijgegeven | 15 juli 2009 |
| ISBN13 | 9783110204681 |
| Uitgevers | De Gruyter |
| Pagina's | 209 |
| Afmetingen | 150 × 220 × 20 mm · 543 g |
| Taal en grammatica | Duits |