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

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+Processes of normal inverse Gaussian type
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+Incompleteness of markets driven by a mixed diffusion
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+Q5705853
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+Comparison of option prices in semimartingale models
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+Comparison of semimartingales and Lévy processes
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+Stochastic Volatility for Lévy Processes
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+Financial Modelling with Jump Processes
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+A martingale approach to premium calculation principles in an arbitrage free market
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+Hyperbolic distributions in finance
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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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+Q4802405
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+Coupling and option price comparisons in a jump-diffusion model
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+Volatility misspecification, option pricing and superreplication via coupling
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+Q4778955
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+Generalized convex inequalities
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+The Pareto-Levy Law and the Distribution of Income
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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
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+Q2709279
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