Comparison of option prices in semimartingale models

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Publication:854274

DOI10.1007/s00780-006-0001-9zbMath1101.91028OpenAlexW1988811595MaRDI QIDQ854274

Jan Bergenthum, Ludger Rüschendorf

Publication date: 8 December 2006

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00780-006-0001-9




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