An edition of Robust static super-replication of barrier options (2009)

Robust static super-replication of barrier options

By Jan H. Maruhn

0 (0 Ratings)

0 Want to read0 Currently reading0 Have read

Publish Date

2009

Publisher

Walter de Gruyter

Language

eng

Pages

224

Description:

subjects: Options (Finance), Barrier options, Hedging, Volatilität, Hedging (Finance), Mathematical models, Optimierung, Differential equations, partial, Stochastic analysis