MONOTONICITY AND CONVEXITY OF OPTION PRICES REVISITED (Q4419302): Difference between revisions

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+Pricing Options On Risky Assets In A Stochastic Interest Rate Economy<sup>1</sup>
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+The Pricing of Options and Corporate Liabilities
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+Some function classes related to the class of convex functions
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+Changes of numéraire, changes of probability measure and option pricing
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+Robustness of the Black and Scholes Formula
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+Volatility misspecification, option pricing and superreplication via coupling
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+Total Positivity, Absorption Probabilities and Applications
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+Q3923307
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+Q5691143
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+Hazard rate and reversed hazard rate monotonicities in continuous-time Markov chains
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+Monotonicities in a Markov Chain Model for Valuing Corporate Bonds Subject to Credit Risk
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+MONOTONICITY AND CONVEXITY OF OPTION PRICES REVISITED
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+PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS
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+Q4863617
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+Option pricing when underlying stock returns are discontinuous
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+The Relationship Between Risk and Maturity In A Stochastic Setting
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