Directionally convex ordering in multidimensional jump diffusions models

MaRDI QIDQ3558395zbMATH OpenFDO

Authors Toufik Guendouzi

Publication date 4 May 2010

Full work available at URL https://eudml.org/doc/226535

zbMATH Keywords

\(n-\)dimensional jump diffusion modeldirectionally convex orderingstochastic ordering

Mathematics Subject Classification ID

Functional inequalities, including subadditivity, convexity, etc. (39B62) Inequalities; stochastic orderings (60E15) Large deviations (60F10) Martingales with continuous parameter (60G44) Random fields (60G60)

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