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Robust static super-replication of barrier options

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Bibliographic Details
Main Author:	Maruhn, Jan H.
Corporate Authors:	Radon Institute for Computational and Applied Mathematics, ebrary, Inc
Format:	Electronic eBook
Language:	English
Published:	Berlin ; New York : Walter de Gruyter, c2009.
Series:	Radon series on computational and applied mathematics ; 7.
Subjects:	Options (Finance) > Mathematical models. Hedging (Finance) > Mathematical models. Electronic books.
Online Access:	An electronic book accessible through the World Wide Web; click to view
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