MONOTONICITY AND CONVEXITY OF OPTION PRICES REVISITED (Q4419302)
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scientific article; zbMATH DE number 1963360
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | MONOTONICITY AND CONVEXITY OF OPTION PRICES REVISITED |
scientific article; zbMATH DE number 1963360 |
Statements
MONOTONICITY AND CONVEXITY OF OPTION PRICES REVISITED (English)
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13 August 2003
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European contingent claim
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stock price
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jump-diffusion model
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0.8982384
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0.8955826
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0.89034605
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0.87344456
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0.86706865
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0.86552566
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0.86501855
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