Convex ordering criteria for Lévy processes (Q477990): Difference between revisions

@@ Property / DOI @@
-.1007/s11634-007-0008-x
@@ Property / DOI: 10.1007/s11634-007-0008-x / rank @@
-Normal rank
@@ Property / author @@
-Ludger Rüschendorf
@@ Property / author: Ludger Rüschendorf / rank @@
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@@ Property / author @@
+Ludger Rüschendorf
@@ Property / author: Ludger Rüschendorf / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G51
@@ Property / Mathematics Subject Classification ID: 60G51 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6379188
@@ Property / zbMATH DE Number: 6379188 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+convex ordering
@@ Property / zbMATH Keywords: convex ordering / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Lévy measure
@@ Property / zbMATH Keywords: Lévy measure / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Lévy process
@@ Property / zbMATH Keywords: Lévy process / rank @@
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@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11634-007-0008-x
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@@ Property / OpenAlex ID @@
+W2088765274
@@ Property / OpenAlex ID: W2088765274 / rank @@
+Normal rank
@@ Property / cites work @@
+Processes of normal inverse Gaussian type
@@ Property / cites work: Processes of normal inverse Gaussian type / rank @@
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+Incompleteness of markets driven by a mixed diffusion
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+Q5705853
@@ Property / cites work: Q5705853 / rank @@
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@@ Property / cites work @@
+Comparison of option prices in semimartingale models
+Normal rank
@@ Property / cites work @@
+Comparison of semimartingales and Lévy processes
@@ Property / cites work: Comparison of semimartingales and Lévy processes / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Volatility for Lévy Processes
@@ Property / cites work: Stochastic Volatility for Lévy Processes / rank @@
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+Financial Modelling with Jump Processes
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+Robustness of the Black and Scholes Formula
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+Minimax and minimal distance martingale measures and their relationship to portfolio optimization
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+Option pricing when underlying stock returns are discontinuous
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+Stochastic orders in dynamic reinsurance markets
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+Q2778807
@@ Property / cites work: Q2778807 / rank @@
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+Q2709279
@@ Property / cites work: Q2709279 / rank @@
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@@ Property / DOI @@
+.1007/S11634-007-0008-X
@@ Property / DOI: 10.1007/S11634-007-0008-X / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:477990