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    Comparison of Option Prices in Semimartingale Models
    15 years 1 months ago
    Comparison of Option Prices in Semimartingale Models
    Download  www.stochastik.uni-freiburg.de
    In this paper we generalize recent comparison results of El Karoui, Jeanblanc-Picqu
    Jan Bergenthum, Ludger Rüschendorf
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