Stochastic orders to approach investments in condor financial derivatives
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Publication:1708364
DOI10.1007/s11749-017-0537-3zbMath1390.60077OpenAlexW2612640079MaRDI QIDQ1708364
Miguel López-Díaz, Sergio Martínez-Fernández, María Concepción López-Díaz
Publication date: 23 March 2018
Published in: Test (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10651/44199
stochastic ordercall optionincreasing concave orderput option(geometric) Brownian movementcondor derivative
Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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