Robust static super-replication of barrier options

Author(s)

    • Maruhn, Jan H.

Bibliographic Information

Robust static super-replication of barrier options

Jan H. Maruhn

(Radon series on computational and applied mathematics / managing editor Heinz W. Engl ; editors Hansjörg Albrecher ... [et al.])

Walter de Gruyter, c2009

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

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