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Robust Static Super-Replication of Barrier Options - Radon Series on Computational and Applied Mathematics Jan H. Maruhn 1er édition
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.
| Médias | Livres Hardcover Book (Livre avec dos et couverture rigide) |
| Validé | 15 juillet 2009 |
| ISBN13 | 9783110204681 |
| Éditeurs | De Gruyter |
| Pages | 209 |
| Dimensions | 150 × 220 × 20 mm · 543 g |
| Langue et grammaire | Allemand |