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Robust Static Super-Replication
Maruhn
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.
| Mediji | Grāmatas Book |
| Izlaists | 2009. gada 15. jūlijs |
| ISBN13 | 9783110204681 |
| Izdevēji | Walter de Gruyter |
| Lapas | 197 |
| Izmēri | 150 × 220 × 20 mm · 547 g |
| Valoda | Vācu |