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Robust static super-replication of barrier options

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Wedi'i Gadw mewn:
Prif Awdur: Maruhn, Jan H.
Awduron Corfforaethol: Radon Institute for Computational and Applied Mathematics, ebrary, Inc
Fformat: Electronig eLyfr
Iaith:Saesneg
Cyhoeddwyd: Berlin ; New York : Walter de Gruyter, c2009.
Cyfres:Radon series on computational and applied mathematics ; 7.
Pynciau:
Options (Finance) > Mathematical models.
Hedging (Finance) > Mathematical models.
Electronic books.
Mynediad Ar-lein:An electronic book accessible through the World Wide Web; click to view
Tagiau: Ychwanegu Tag
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Disgrifiad o'r Eitem:"RICAM, Johann Radon Institute for Computational and Applied Mathematics".
Disgrifiad Corfforoll:xii, 197 p. : ill.
Llyfryddiaeth:Includes bibliographical references (p. [187]-191) and index.
ISSN:1865-3707 ;

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