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scientific article; zbMATH DE number 2227483 - MaRDI portal

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Publication:5705853

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zbMath1116.60007MaRDI QIDQ5705853

Jan Bergenthum

Publication date: 10 November 2005

Full work available at URL: http://www.freidok.uni-freiburg.de/freidok/volltexte/2005/2067/pdf/diss.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

martingale measures contingent claim valuation propagation of convexity price ordering

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Inequalities; stochastic orderings (60E15) Generalizations of martingales (60G48)

Related Items (1)

Convex ordering criteria for Lévy processes

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