The American put is log-concave in the log-price (Q2581491)
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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)
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10 January 2006
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price elasticity
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American put options
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log concave function
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