Total positivity and relative convexity of option prices
Paul Glasserman and Dan Pirjol
Year of publication: |
2023
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Authors: | Glasserman, Paul ; Pirjol, Dan |
Published in: |
Frontiers of mathematical finance : FMF. - Springfield, MO : AIMS, LLC, ISSN 2769-6715, ZDB-ID 3180026-9. - Vol. 2.2023, 1, p. 1-32
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Saved in:
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