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2006

Comparison of Option Prices in Semimartingale Models

13 years 11 months ago
Comparison of Option Prices in Semimartingale Models
In this paper we generalize recent comparison results of El Karoui, Jeanblanc-Picqu
Jan Bergenthum, Ludger Rüschendorf
Added 12 Dec 2010
Updated 12 Dec 2010
Type Journal
Year 2006
Where FS
Authors Jan Bergenthum, Ludger Rüschendorf
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