Computation of convex bounds for present value functions with random payments (Q2571217): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.cam.2005.03.063 / rank
 
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Latest revision as of 10:02, 11 June 2024

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Computation of convex bounds for present value functions with random payments
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    Computation of convex bounds for present value functions with random payments (English)
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    1 November 2005
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    convex order
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    comonotonicity
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    present value functions
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    Black-Scholes model
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