Robust Static Super-Replication - Maruhn - Books - Walter de Gruyter - 9783110204681 - July 15, 2009
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Maruhn
Robust Static Super-Replication 1st edition

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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.

Media Books     Book
Released July 15, 2009
ISBN13 9783110204681
Publishers Walter de Gruyter
Pages 197
Dimensions 150 × 220 × 20 mm   ·   547 g
Language German  

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