Robust static super-replication of barrier options
By: Jan H. Maruhn
Contributors: Radon Institute for Computational and Applied Mathematics
Series: Radon series on computational and applied mathematics -- 7; Radon series on computational and applied mathematics -- 7.
Publisher: Walter de Gruyter
Published: 2009
Place of publication: Berlin; New York
Language: eng
Number of pages: 197
ISBN-13: 9783110204681
Subjects: Options (Finance); Barrier options; Hedging; Volatilität; Hedging (Finance); Mathematical models; Optimierung
Notes: "RICAM, Johann Radon Institute for Computational and Applied Mathematics"--Cover.

Includes bibliographical references and index.