Pages that link to "Item:Q4419302"
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The following pages link to MONOTONICITY AND CONVEXITY OF OPTION PRICES REVISITED (Q4419302):
Displaying 7 items.
- Convexity preserving jump-diffusion models for option pricing (Q874977) (← links)
- Affine processes under parameter uncertainty (Q2296126) (← links)
- MONOTONICITY OF PRICES IN HESTON MODEL (Q2841333) (← links)
- MONOTONICITY AND CONVEXITY OF OPTION PRICES REVISITED (Q4419302) (← links)
- The mean comparison theorem cannot be extended to the Poisson case (Q4660544) (← links)
- THE CLASSIFICATION OF TERM STRUCTURE SHAPES IN THE TWO-FACTOR VASICEK MODEL — A TOTAL POSITIVITY APPROACH (Q5157842) (← links)
- Total positivity and relative convexity of option prices (Q6105375) (← links)
