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Showing 1 to 1 of 1 for “"konvexe Ordnung"”.
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Comparison of semimartingales and Lévy processes with applications to financial mathematics
In this thesis we derive convex and increasing convex type orderings for multivariate semimartingales and the finite-dimensional distributions of Lévy processes. Appropriate ordering of the semimartingale characteristics implies ordering of the processes. We derive the propagation of order property …