Robust Hedging of Barrier Options (Q2757315)

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Robust Hedging of Barrier Options
scientific article

    Statements

    title
    Robust Hedging of Barrier Options (English)
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    author
    Haydyn Brown
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    L. C. G. Rogers
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    David G. Hobson
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    publication date
    26 November 2001
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    Identifiers

    zbMATH DE Number
    1676830
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    OpenAlex ID
    W2048594534
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