Propagation of convexity by Markovian and martingalian semigroups
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Publication:1288463
DOI10.1023/A:1008699315785zbMath0974.60057OpenAlexW114152411MaRDI QIDQ1288463
Publication date: 2 April 2001
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1008699315785
convexityoption pricingMarkovian semigroupdual semigroupLévy-Khinchin formula\(h\)-dualitymartingalian semigroup
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
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