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International conference "Advanced Finance and Stochastics"
June 24, 2013 13:10–13:30, Moscow, Steklov Mathematical Institute of RAS
 


Weak reflection principle and static hedging of barrier options

Sergey Nadtochiy

University of Michigan, USA
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Flash Video 186.1 Mb
MP4 710.1 Mb
Supplementary materials:
Adobe PDF 493.2 Kb

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Sergey Nadtochiy
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Supplementary materials: 7076.pdf (493.2 Kb)

Language: English
 
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