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:
Online Access:http://site.ebrary.com/lib/ucy/Doc?id=10329812
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100 1 |a Maruhn, Jan H. 
245 1 0 |a Robust static super-replication of barrier options  |c Jan H. Maruhn. 
260 |a Berlin ;  |b Walter de Gruyter,  |c c2009.  |a New York : 
300 |a xii, 197 p. :  |b ill. 
490 1 |a Radon series on computational and applied mathematics,  |v 7  |x 1865-3707 ; 
500 |a "RICAM, Johann Radon Institute for Computational and Applied Mathematics". 
504 |a Includes bibliographical references (p. [187]-191) and index. 
650 0 |a Options (Finance)  |x Mathematical models. 
650 0 |a Hedging (Finance)  |x Mathematical models. 
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