Pages that link to "Item:Q4419302"
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The following pages link to MONOTONICITY AND CONVEXITY OF OPTION PRICES REVISITED (Q4419302):
Displaying 10 items.
- Convexity preserving jump-diffusion models for option pricing (Q874977) (← links)
- Dynamic monotonicity and comparative statics for real options (Q1367765) (← links)
- Volatility time and properties of option prices (Q1425480) (← links)
- On the properties of \(r\)-excessive mappings for a class of diffusions (Q1429116) (← links)
- Affine processes under parameter uncertainty (Q2296126) (← links)
- Monotonicity of prices in Heston model (Q2841333) (← links)
- MONOTONICITY AND CONVEXITY OF OPTION PRICES REVISITED (Q4419302) (← links)
- The mean comparison theorem cannot be extended to the Poisson case (Q4660544) (← links)
- THE CLASSIFICATION OF TERM STRUCTURE SHAPES IN THE TWO-FACTOR VASICEK MODEL — A TOTAL POSITIVITY APPROACH (Q5157842) (← links)
- Total positivity and relative convexity of option prices (Q6105375) (← links)