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(Ebook) Robust Static Super-Replication of Barrier Options (Radon Series on Computational and Applied Mathematics) by Jan H. Maruhn ISBN 9783110204681, 3110204681

  • SKU: EBN-1375972
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4.6

16 reviews
Instant download (eBook) Robust Static Super-Replication of Barrier Options (Radon Series on Computational and Applied Mathematics) after payment.
Authors:Jan H. Maruhn
Pages:209 pages.
Year:2009
Editon:1
Publisher:Walter de Gruyter
Language:english
File Size:1.47 MB
Format:pdf
ISBNS:9783110204681, 3110204681
Categories: Ebooks

Product desciption

(Ebook) Robust Static Super-Replication of Barrier Options (Radon Series on Computational and Applied Mathematics) by Jan H. Maruhn ISBN 9783110204681, 3110204681

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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