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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

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