Directionally convex ordering in multidimensional jump diffusions models.
Acta Universitatis Apulensis. Mathematics - Informatics (2009)
- Volume: 19, page 179-187
- ISSN: 1582-5329
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topGuendouzi, Toufik. "Directionally convex ordering in multidimensional jump diffusions models.." Acta Universitatis Apulensis. Mathematics - Informatics 19 (2009): 179-187. <http://eudml.org/doc/226535>.
@article{Guendouzi2009,
author = {Guendouzi, Toufik},
journal = {Acta Universitatis Apulensis. Mathematics - Informatics},
keywords = {stochastic ordering; directionally convex ordering; dimensional jump diffusion model; dimensional jump diffusion model},
language = {eng},
pages = {179-187},
publisher = {"1 Decembrie 1918" University of Alba Iulia, Department of Mathematics and Informatics},
title = {Directionally convex ordering in multidimensional jump diffusions models.},
url = {http://eudml.org/doc/226535},
volume = {19},
year = {2009},
}
TY - JOUR
AU - Guendouzi, Toufik
TI - Directionally convex ordering in multidimensional jump diffusions models.
JO - Acta Universitatis Apulensis. Mathematics - Informatics
PY - 2009
PB - "1 Decembrie 1918" University of Alba Iulia, Department of Mathematics and Informatics
VL - 19
SP - 179
EP - 187
LA - eng
KW - stochastic ordering; directionally convex ordering; dimensional jump diffusion model; dimensional jump diffusion model
UR - http://eudml.org/doc/226535
ER -
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