Robust static super-replication of barrier options [electronic resource] / Jan H. Maruhn.

By: Contributor(s): Material type: BookBookSeries: Radon series on computational and applied mathematics ; 7.Publication details: Berlin ; New York : Walter de Gruyter, c2009.Description: xii, 197 p. : illSubject(s): Genre/Form: LOC classification:
  • HG6024.A3 M374 2009eb
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"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.

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