Robust static super-replication of barrier options
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| Main Author: | |
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| Corporate Authors: | , |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin ; New York :
Walter de Gruyter,
c2009.
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| Series: | Radon series on computational and applied mathematics ;
7. |
| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
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| Item Description: | "RICAM, Johann Radon Institute for Computational and Applied Mathematics". |
|---|---|
| Physical Description: | xii, 197 p. : ill. |
| Bibliography: | Includes bibliographical references (p. [187]-191) and index. |
| ISSN: | 1865-3707 ; |