Robust static super-replication of barrier options /

Bibliographic Details
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, [2009]
Series:	Radon series on computational and applied mathematics ; 7.
Subjects:	Options (Finance) > Mathematical models. Hedging (Finance) > Mathematical models.

Description
Item Description:	"RICAM, Johann Radon Institute for Computational and Applied Mathematics"--Cover.
Physical Description:	xii, 197 pages : illustrations ; 25 cm.
Bibliography:	Includes bibliographical references and index.
ISBN:	9783110204681 (hd. bd.) 3110204681 (hd. bd.)
ISSN:	1865-3707 ;