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Can I read Robust Static Super-Replication of Barrier Options (Radon Series on Computational and Applied Mathematics) on EtoBox?
Robust Static Super-Replication of Barrier Options (Radon Series on Computational and Applied Mathematics) by Jan H. Maruhn is a nonfiction available to read on EtoBox.
What is Robust Static Super-Replication of Barrier Options (Radon Series on Computational and Applied Mathematics) about?
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.
Who reads Robust Static Super-Replication of Barrier Options (Radon Series on Computational and Applied Mathematics)?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Jan H. Maruhn
- Publisher
- Saur, K. G., Verlag. ein Imprint der Walter de Gruyter GmbH
- Published
- 2009
- Language
- EN
- ISBN
- 9783110204681
- Category
- nonfiction
- Subjects
- Finance, Computer Science, Mathematics
Other editions & translations
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