Convex ordering criteria for Lévy processes
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Publication:477990
DOI10.1007/s11634-007-0008-xzbMath1301.91018OpenAlexW2088765274MaRDI QIDQ477990
Jan Bergenthum, Ludger Rüschendorf
Publication date: 10 December 2014
Published in: Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11634-007-0008-x
Processes with independent increments; Lévy processes (60G51) Derivative securities (option pricing, hedging, etc.) (91G20)
Related Items (1)
Cites Work
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