Beyond convexity

DOI10.1080/14697688.2021.1911149zbMATH Open1479.91401OpenAlexW4231591460MaRDI QIDQ5014240FDOQ5014240

Authors: Jessica James, Michael Leister, Christoph Rieger 

Publication date: 1 December 2021

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2021.1911149

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Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cited In (3)

• The value of convexity: a theoretical and empirical investigation
• The value of convexity: a theoretical and empirical investigation
• No return to convexity

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