Stochastic Monotonicity and Duality of<i>k</i>th Order with Application to Put-Call Symmetry of Powered Options (Q5252238): Difference between revisions
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Revision as of 01:09, 20 March 2024
scientific article; zbMATH DE number 6441353
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Monotonicity and Duality of<i>k</i>th Order with Application to Put-Call Symmetry of Powered Options |
scientific article; zbMATH DE number 6441353 |
Statements
Stochastic Monotonicity and Duality of<i>k</i>th Order with Application to Put-Call Symmetry of Powered Options (English)
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29 May 2015
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stochastic monotonicity
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stochastic duality
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Markov processes
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generators
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dual processes
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dual semigroup
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put-call symmetry
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powered options
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