"Stochastic Monotonicity and Duality of kth Order with Application ..."

Vassili N. Kolokoltsov (2015)

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DOI: 10.1017/S0001867800012210

access: closed

type: Journal Article

metadata version: 2020-04-16

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Vassili N. Kolokoltsov:
Stochastic Monotonicity and Duality of kth Order with Application to Put-Call Symmetry of Powered Options. J. Appl. Probab. 52(1): 82-101 (2015)

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