Robust Hedging of Barrier Options
Year of publication: |
2001
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Authors: | Brown, Haydyn ; Hobson, David ; Rogers, L. C. G. |
Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 11.2001, 3, p. 285-314
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Publisher: |
Wiley Blackwell |
Saved in:
freely available
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