View in EDS PDF Full Text

ROBUST HEDGING OF BARRIER OPTIONS.

Saved in:
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
Be the first to leave a comment!
You must be logged in first