Pages that link to "Item:Q854274"
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The following pages link to Comparison of option prices in semimartingale models (Q854274):
Displayed 17 items.
- Convex ordering criteria for Lévy processes (Q477990) (← links)
- Convexity preserving jump-diffusion models for option pricing (Q874977) (← links)
- Comparison of semimartingales and Lévy processes (Q879255) (← links)
- Convexity theory for the term structure equation (Q928497) (← links)
- Convex ordering for random vectors using predictable representation (Q956606) (← links)
- Stochastic ordering by \(g\)-expectations (Q2038280) (← links)
- Wasserstein distance estimates for stochastic integrals by forward-backward stochastic calculus (Q2072146) (← links)
- \( G\)-expectation approach to stochastic ordering (Q2085830) (← links)
- Monotone convex order for the McKean-Vlasov processes (Q2169075) (← links)
- Comparison results for stochastic volatility models via coupling (Q2430255) (← links)
- A note on convex ordering for stable stochastic integrals (Q2803999) (← links)
- Comparison Results for GARCH Processes (Q2923429) (← links)
- Convex Order for Path-Dependent Derivatives: A Dynamic Programming Approach (Q5270095) (← links)
- Convex comparison inequalities for non-Markovian stochastic integrals (Q5410810) (← links)
- On the Pricing of American Options in Exponential Lévy Markets (Q5443740) (← links)
- Robustness of Delta Hedging in a Jump-Diffusion Model (Q6109913) (← links)
- Markov projection of semimartingales -- application to comparison results (Q6115255) (← links)