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J H Maruhn
Information about the author J H Maruhn will soon be added to the site.
Found
2 papers
in total
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A successive SDP-NSDP approach to a robust optimization problem in finance
2009
The robustification of trading strategies is of particular interest in financial...
Robust static hedging of barrier options in stochastic volatility models
2009
Static hedge portfolios for barrier options are extremely sensitive with respect to...
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