Robust Static Super Replication of Barrier Options

$359.00
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Robust Static Super Replication of Barrier Options

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Robust Static Super Replication of Barrier Options
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Robust Static Super Replication of Barrier Options

Presents hedging strategies for a class of financial options. This book places emphasis on theoretical and numerical aspects such as the consideration of appropriate existence duality and convergence results.
  • Brand: Unbranded
  • Category: Education
  • Format: Hardback
  • Language: English
  • Publication Date: 2026-04-02
  • Publisher / Label: De Gruyter
  • Author: Robust Static Super Replication of Barrier Options
  • Number of Pages: 209
  • Fruugo ID: 489916238-1012826904
  • ISBN: 9783110204681
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