Comparison of Option Prices in Semimartingale Models
| Year of publication: |
2006
|
|---|---|
| Authors: | Bergenthum, Jan ; Rüschendorf, Ludger |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 10.2006, 2, p. 222-249
|
| Publisher: |
Springer |
| Subject: | Contingent claim valuation | Semimartingale model | Price orderings | Propagation of convexity |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005390733