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Robust Static Super-Replication of Barrier Options - Radon Series on Computational and Applied Mathematics Jan H. Maruhn 1. Painos
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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 | Kirjat Hardcover Book (Sidottu kirja kovilla kansilla sekä suojakannella) |
| Julkaisupäivämäärä | keskiviikko 15. heinäkuuta 2009 |
| ISBN13 | 9783110204681 |
| Tuottaja | De Gruyter |
| Sivujen määrä | 209 |
| Mitta | 150 × 220 × 20 mm · 543 g |
| Kieli | Saksa |
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