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Convex Order of Discrete, Continuous, and Predictable Quadratic Variation and Applications to Options on Variance
Griessler, Claus, Keller-Ressel, MartinVolume:
5
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/120893690
Date:
January, 2014
File:
PDF, 241 KB
english, 2014