MONOTONICITY AND CONVEXITY OF OPTION PRICES REVISITED (Q4419302): Difference between revisions
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Revision as of 20:42, 19 March 2024
scientific article; zbMATH DE number 1963360
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MONOTONICITY AND CONVEXITY OF OPTION PRICES REVISITED |
scientific article; zbMATH DE number 1963360 |
Statements
MONOTONICITY AND CONVEXITY OF OPTION PRICES REVISITED (English)
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13 August 2003
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European contingent claim
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stock price
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jump-diffusion model
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