[PDF.74sv] Robust Static Super-Replication of Barrier Options (Radon Series on Computational and Applied Mathematics)

Robust Static Super-Replication of Barrier Options (Radon Series on Computational and Applied Mathematics)

[PDF.ja79] Robust Static Super-Replication of Barrier Options (Radon Series on Computational and Applied Mathematics)

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 | #12756827 in Books |  Walter de Gruyter |  2009-07-15 | Original language:English | PDF # 1 |  9.61 x.50 x6.69l,.0 | File type: PDF | 197 pages

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|| |"I always felt that Jan Maruhn would be the only person on the globe who knows how to statically hedge barrier options. Now I am even more pleased to see that he is making a fully guided tour available as a book. For decades many papers have been contributed t

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.

You can specify the type of files you want, for your device.Robust Static Super-Replication of Barrier Options (Radon Series on Computational and Applied Mathematics)   |  Jan H. Maruhn. Just read it with an open mind because none of us really know.

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