scientific article; zbMATH DE number 5693693

MaRDI QIDQ3551422zbMATH OpenFDO

Authors Toufik Guendouzi

Publication date 15 April 2010

Full work available at URL http://www.m-hikari.com/ijcms-password2009/17-20-2009/index.html

zbMATH Keywords

concentration and deviation inequalitiesconvex orderingdirectional convexityjump diffusion processespropagation of directional convexity

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Diffusion processes (60J60)

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Cited in

(4)

• On stochastic ordering for diffusion with jumps and applications
• Directionally convex ordering in multidimensional jump diffusions models
• Comparison of option prices in semimartingale models
• Convex ordering for random vectors using predictable representation

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