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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
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PubType: Academic Journal
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        Value: 10.1111/1467-9965.00116
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        Text: English
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        StartPage: 285
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      – TitleFull: ROBUST HEDGING OF BARRIER OPTIONS.
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              Text: Jul2001
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              Y: 2001
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