Computation of convex bounds for present value functions with random payments (Q2571217)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of convex bounds for present value functions with random payments |
scientific article |
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Computation of convex bounds for present value functions with random payments (English)
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1 November 2005
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convex order
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comonotonicity
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present value functions
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Black-Scholes model
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