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Robust Static Super-Replication Maruhn 第1 版本
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.
| 介质类型 | 图书 Book |
| 已发行 | 2009年7月15日 |
| ISBN13 | 9783110204681 |
| 出版商 | Walter de Gruyter |
| 页数 | 197 |
| 商品尺寸 | 150 × 220 × 20 mm · 547 g |
| 语言 | 德语 |