Robust static super-replication of barrier options
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| Main Author: | |
|---|---|
| Corporate Authors: | , |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin ; New York :
Walter de Gruyter,
c2009.
|
| 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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| 020 | |z 9783110204681 (hd. bd.) | ||
| 020 | |z 3110204681 (hd. bd.) | ||
| 035 | |a (CaPaEBR)ebr10329812 | ||
| 035 | |a (OCoLC)456907359 | ||
| 040 | |a CaPaEBR |c CaPaEBR | ||
| 050 | 1 | 4 | |a HG6024.A3 |b M374 2009eb |
| 100 | 1 | |a Maruhn, Jan H. | |
| 245 | 1 | 0 | |a Robust static super-replication of barrier options |h [electronic resource] / |c Jan H. Maruhn. |
| 260 | |a Berlin ; |a New York : |b Walter de Gruyter, |c c2009. | ||
| 300 | |a xii, 197 p. : |b ill. | ||
| 490 | 1 | |a Radon series on computational and applied mathematics, |x 1865-3707 ; |v 7 | |
| 500 | |a "RICAM, Johann Radon Institute for Computational and Applied Mathematics". | ||
| 504 | |a Includes bibliographical references (p. [187]-191) and index. | ||
| 533 | |a Electronic reproduction. |b Palo Alto, Calif. : |c ebrary, |d 2011. |n Available via World Wide Web. |n Access may be limited to ebrary affiliated libraries. | ||
| 650 | 0 | |a Options (Finance) |x Mathematical models. | |
| 650 | 0 | |a Hedging (Finance) |x Mathematical models. | |
| 655 | 7 | |a Electronic books. |2 local | |
| 710 | 2 | |a Radon Institute for Computational and Applied Mathematics. | |
| 710 | 2 | |a ebrary, Inc. | |
| 830 | 0 | |a Radon series on computational and applied mathematics ; |v 7. | |
| 856 | 4 | 0 | |u http://site.ebrary.com/lib/daystar/Doc?id=10329812 |z An electronic book accessible through the World Wide Web; click to view |
| 908 | |a 170314 | ||
| 942 | 0 | 0 | |c EB |
| 999 | |c 102079 |d 102079 | ||