|
|
Robust Static Super-Replication of Barrier Options
1;Frontmatter;1
2;Contents;11
3;1. Theoretical Background;13
4;2. Static Hedging of Barrier Options;27
5;3. An Optimization Approach to Static Super-Replication;44
6;4. Reformulation as a Semi-Infinit... |
 |
|
|
| Download PDF |
| Robust Static Super-Replication of Barrier Options |
|
