Robust static super-replication of barrier options / Jan H. Maruhn.
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| Superior document: | Radon series on computational and applied mathematics, 7 |
|---|---|
| : | |
| TeilnehmendeR: | |
| 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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| 008 | 090312s2009 gw a sb 001 0 eng d | ||
| 020 | |z 9783110204681 (hd. bd.) | ||
| 020 | |z 3110204681 (hd. bd.) | ||
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| 040 | |a MiAaPQ |c MiAaPQ |d MiAaPQ | ||
| 050 | 4 | |a HG6024.A3 |b M374 2009 | |
| 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. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
| 650 | 0 | |a Options (Finance) |x Mathematical models. | |
| 650 | 0 | |a Hedging (Finance) |x Mathematical models. | |
| 655 | 4 | |a Electronic books. | |
| 710 | 2 | |a Radon Institute for Computational and Applied Mathematics. | |
| 710 | 2 | |a ProQuest (Firm) | |
| 830 | 0 | |a Radon series on computational and applied mathematics ; |v 7. | |
| 856 | 4 | 0 | |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=453919 |z Click to View |