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Electronic Book
Author Maruhn, Jan H.

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

Imprint Berlin ; New York : Walter de Gruyter, c2009.

Copies

Location Call No. OPAC Message Status
 Axe ProQuest E-Book  Electronic Book    ---  Available
Description xii, 197 p. : ill.
Series Radon series on computational and applied mathematics, 1865-3707 ; 7
Radon series on computational and applied mathematics ; 7.
Note "RICAM, Johann Radon Institute for Computational and Applied Mathematics".
Bibliography Includes bibliographical references (p. [187]-191) and index.
Reproduction Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Subject Options (Finance) -- Mathematical models.
Hedging (Finance) -- Mathematical models.
Genre/Form Electronic books.
Added Author Radon Institute for Computational and Applied Mathematics.
ProQuest (Firm)
ISBN 9783110204681 (hd. bd.)
3110204681 (hd. bd.)

 
    
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