Robust static super-replication of barrier options

Robust static super-replication of barrier options / Jan H. Maruhn.

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Superior document:Radon series on computational and applied mathematics, 7
:
Radon Institute for Computational and Applied Mathematics.
Maruhn, Jan H.
TeilnehmendeR:
Radon Institute for Computational and Applied Mathematics.
ProQuest (Firm)
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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record_format marc
spelling Maruhn, Jan H.
Robust static super-replication of barrier options [electronic resource] / Jan H. Maruhn.
Berlin ; New York : Walter de Gruyter, c2009.
xii, 197 p. : ill.
Radon series on computational and applied mathematics, 1865-3707 ; 7
"RICAM, Johann Radon Institute for Computational and Applied Mathematics".
Includes bibliographical references (p. [187]-191) and index.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Options (Finance) Mathematical models.
Hedging (Finance) Mathematical models.
Electronic books.
Radon Institute for Computational and Applied Mathematics.
ProQuest (Firm)
Radon series on computational and applied mathematics ; 7.
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=453919 Click to View
language English
format Electronic
eBook
author Maruhn, Jan H.
spellingShingle Maruhn, Jan H.
Robust static super-replication of barrier options
Radon series on computational and applied mathematics,
author_facet Maruhn, Jan H.
Radon Institute for Computational and Applied Mathematics.
ProQuest (Firm)
Radon Institute for Computational and Applied Mathematics.
ProQuest (Firm)
author_variant j h m jh jhm
author2 Radon Institute for Computational and Applied Mathematics.
ProQuest (Firm)
author2_role TeilnehmendeR
TeilnehmendeR
author_corporate Radon Institute for Computational and Applied Mathematics.
ProQuest (Firm)
author_sort Maruhn, Jan H.
title Robust static super-replication of barrier options
title_full Robust static super-replication of barrier options [electronic resource] / Jan H. Maruhn.
title_fullStr Robust static super-replication of barrier options [electronic resource] / Jan H. Maruhn.
title_full_unstemmed Robust static super-replication of barrier options [electronic resource] / Jan H. Maruhn.
title_auth Robust static super-replication of barrier options
title_new Robust static super-replication of barrier options
title_sort robust static super-replication of barrier options
series Radon series on computational and applied mathematics,
series2 Radon series on computational and applied mathematics,
publisher Walter de Gruyter,
publishDate 2009
physical xii, 197 p. : ill.
issn 1865-3707 ;
callnumber-first H - Social Science
callnumber-subject HG - Finance
callnumber-label HG6024
callnumber-sort HG 46024 A3 M374 42009
genre Electronic books.
genre_facet Electronic books.
url https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=453919
illustrated Illustrated
oclc_num 456907359
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hierarchy_parent_title Radon series on computational and applied mathematics, 7
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