{"product_id":"9783110204681","title":"Robust Static Super-Replication of Barrier Options","description":"Static hedge portfolios for barrier options are very sensitive with respect to changes of the volatility surface. To prevent potentially significant hedging losses this book develops a static super-replication strategy with market-typical robustness against volatility, skew and liquidity risk as well as model errors. Combined with associated sub-replication strategies this leads to empirically robust price bounds for barrier options which are also relevant in the context of dynamic hedging.","brand":"De Gruyter","offers":[{"title":"Default Title","offer_id":47035007271152,"sku":"9783110204681","price":196.0,"currency_code":"USD","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0737\/7593\/9824\/files\/9783110204681_p0.jpg?v=1763714975","url":"https:\/\/shop-qa.barnesandnoble.com\/products\/9783110204681","provider":"Barnes \u0026 Noble (DEV)","version":"1.0","type":"link"}