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ROBUST HEDGING OF BARRIER OPTIONS.

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Bibliographic Details
Title: ROBUST HEDGING OF BARRIER OPTIONS.
Authors: Brown, Haydyn1, Hobson, David1, Rogers, U. C. G.1
Source: Mathematical Finance. Jul2001, Vol. 11 Issue 3, p285. 30p.
Database: Mathematics Source
Description
ISSN:09601627
DOI:10.1111/1467-9965.00116