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Robust Static Superreplication Of Barrier Options Radon Series On Computational And Applied Mathematics 1st Edition Jan H Maruhn

  • SKU: BELL-1375972
Robust Static Superreplication Of Barrier Options Radon Series On Computational And Applied Mathematics 1st Edition Jan H Maruhn
$ 31.00 $ 45.00 (-31%)

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Robust Static Superreplication Of Barrier Options Radon Series On Computational And Applied Mathematics 1st Edition Jan H Maruhn instant download after payment.

Publisher: Walter de Gruyter
File Extension: PDF
File size: 1.47 MB
Pages: 209
Author: Jan H. Maruhn
ISBN: 9783110204681, 3110204681
Language: English
Year: 2009
Edition: 1

Product desciption

Robust Static Superreplication Of Barrier Options Radon Series On Computational And Applied Mathematics 1st Edition Jan H Maruhn by Jan H. Maruhn 9783110204681, 3110204681 instant download after payment.

This book presents hedging strategies for a class of financial options. The emphasis is on theoretical and numerical aspects, i.e., the consideration of appropriate existence, duality and convergence results. The mathematical techniques range from financial mathematics, stochastic and semi-infinite optimization, convex analysis, partial differential equations to semi-definite optimization.

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