Rongo Univesity Library catalog › Details for: Robust static super-replication of barrier options

Normal view MARC view ISBD view

Robust static super-replication of barrier options

by Maruhn, Jan H.

Additional authors: Radon Institute for Computational and Applied Mathematics. | ebrary, Inc.

Series: Radon series on computational and applied mathematics, 1865-3707 ; . 7 Published by : Walter de Gruyter, (Berlin ; | New York :) Physical details: xii, 197 p. : ill.

Subject(s): Options (Finance) -- Mathematical models. | Hedging (Finance) -- Mathematical models. | Electronic books.

Year: 2009

Online resources:

http://site.ebrary.com/lib/rucke/Doc?id=10329812
- An electronic book accessible through the World Wide Web; click to view

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings ( 0 )
Title notes ( 3 )
Comments ( 0 )

No physical items for this record

"RICAM, Johann Radon Institute for Computational and Applied Mathematics".

Includes bibliographical references (p. [187]-191) and index.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2011. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

There are no comments on this title.

to post a comment.