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8

FS
2006

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Comparison of Option Prices in Semimartingale Models

13 years 4 months ago

Comparison of Option Prices in Semimartingale Models

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In this paper we generalize recent comparison results of El Karoui, Jeanblanc-Picqu

Jan Bergenthum, Ludger Rüschendorf

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D-dimensional Exponential Semimartingales | Exponential Semimartingales | FS 2006 | Sufficient Conditions |

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Added	12 Dec 2010
Updated	12 Dec 2010
Type	Journal
Year	2006
Where	FS
Authors	Jan Bergenthum, Ludger Rüschendorf

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