Total positivity and relative convexity of option prices
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Publication:6105375
DOI10.3934/fmf.2023001zbMath1519.91259OpenAlexW4320918269MaRDI QIDQ6105375
Publication date: 26 June 2023
Published in: Frontiers of Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/fmf.2023001
Processes with independent increments; Lévy processes (60G51) Derivative securities (option pricing, hedging, etc.) (91G20)
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