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The American put is log-concave in the log-price
Uppsala University, Teknisk-naturvetenskapliga vetenskapsområdet, Mathematics and Computer Science, Department of Mathematics. Uppsala University, Teknisk-naturvetenskapliga vetenskapsområdet, Mathematics and Computer Science, Department of Mathematics, Mathematics I -V.
Uppsala University, Teknisk-naturvetenskapliga vetenskapsområdet, Mathematics and Computer Science, Department of Mathematics. Uppsala University, Teknisk-naturvetenskapliga vetenskapsområdet, Mathematics and Computer Science, Department of Mathematics, Mathematics I -V.
2006 (English)In: J. Math. Anal. Appl., Vol. 314, no 2, 710-723 p.Article in journal (Refereed) Published
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2006. Vol. 314, no 2, 710-723 p.
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URN: urn:nbn:se:uu:diva-22501OAI: oai:DiVA.org:uu-22501DiVA: diva2:50274
Available from: 2007-01-22 Created: 2007-01-22 Last updated: 2011-01-11

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Ekström, ErikTysk, Johan

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