The American put is log-concave in the log-price (Q2581491): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jmaa.2005.04.025 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2008413839 / rank | |||
Normal rank | |||
Revision as of 03:05, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The American put is log-concave in the log-price |
scientific article |
Statements
The American put is log-concave in the log-price (English)
0 references
10 January 2006
0 references
price elasticity
0 references
American put options
0 references
log concave function
0 references
