scientific article; zbMATH DE number 1302646
From MaRDI portal
Publication:4249197
zbMath1050.91036MaRDI QIDQ4249197
Publication date: 2 September 1999
Full work available at URL: http://www.msri.org/communications/books/Book34/
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Inequalities; stochastic orderings (60E15) Brownian motion (60J65) Inequalities and extremum problems involving convexity in convex geometry (52A40) Derivative securities (option pricing, hedging, etc.) (91G20)
Related Items
The Cauchy process and the Steklov problem ⋮ The Brunn-Minkowski inequality ⋮ Convexity theory for the term structure equation ⋮ On the shape of the ground state eigenfunction for stable processes ⋮ The American put is log-concave in the log-price
