Convex ordering criteria for Lévy processes

DOI10.1007/S11634-007-0008-XzbMATH Open1301.91018OpenAlexW2088765274MaRDI QIDQ477990FDOQ477990

Authors: 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

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zbMATH Keywords

convex orderingLévy processLévy measure

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• Financial Modelling with Jump Processes
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Cited In (4)

• Dependence properties and comparison results for Lévy processes
• Title not available (Why is that?)
• Couplings for processes with independent increments
• Title not available (Why is that?)

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