Convex Order of Discrete, Continuous, and Predictable...

Convex Order of Discrete, Continuous, and Predictable Quadratic Variation and Applications to Options on Variance

Griessler, Claus, Keller-Ressel, Martin
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Volume:
5
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/120893690
Date:
January, 2014
File:
PDF, 241 KB
english, 2014
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