Total positivity and relative convexity of option prices (Q6105375)
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scientific article; zbMATH DE number 7702086
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Total positivity and relative convexity of option prices |
scientific article; zbMATH DE number 7702086 |
Statements
Total positivity and relative convexity of option prices (English)
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26 June 2023
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total positivity
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relative convexity
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option prices
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Lévy processes
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implied volatility skew
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