Robust static super-replication of barrier options / Jan H. Maruhn.
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Superior document: | Radon series on computational and applied mathematics, 7 |
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Year of Publication: | 2009 |
Language: | English |
Series: | Radon series on computational and applied mathematics ;
7. |
Online Access: | |
Physical Description: | xii, 197 p. :; ill. |
Notes: | "RICAM, Johann Radon Institute for Computational and Applied Mathematics". |
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Bibliography: | Includes bibliographical references (p. [187]-191) and index. |
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ISBN: | 9783110204681 (hd. bd.) 3110204681 (hd. bd.) |
ISSN: | 1865-3707 ; |
Hierarchical level: | Monograph |
Statement of Responsibility: | Jan H. Maruhn. |