Description: Robust static super-replication of barrier options

Main Author:	Maruhn, Jan H.
Corporate Author:	Radon Institute for Computational and Applied Mathematics.
Format:	Book
Language:	English
Published:	Berlin ; New York : Walter de Gruyter, c2009.
Series:	Radon series on computational and applied mathematics, 7
Subjects:	Options (Finance) > Mathematical models. Hedging (Finance) > Mathematical models.
Online Access:	http://site.ebrary.com/lib/ucy/Doc?id=10329812

Item Description:	"RICAM, Johann Radon Institute for Computational and Applied Mathematics".
Physical Description:	xii, 197 p. : ill.
Bibliography:	Includes bibliographical references (p. [187]-191) and index.
ISSN:	1865-3707 ;