Directionally convex ordering in multidimensional jump diffusions models.
Guendouzi, Toufik
Acta Universitatis Apulensis. Mathematics - Informatics, Tome 18 (2009), p. 179-187 / Harvested from The Electronic Library of Mathematics
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Publié le : 2009-01-01
EUDML-ID : urn:eudml:doc:226535 
@article{05703616,
     title = {Directionally convex ordering in multidimensional jump diffusions models.},
     journal = {Acta Universitatis Apulensis. Mathematics - Informatics},
     volume = {18},
     year = {2009},
     pages = {179-187},
     zbl = {1212.60016},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05703616}
}

Guendouzi, Toufik. Directionally convex ordering in multidimensional jump diffusions models.. Acta Universitatis Apulensis. Mathematics - Informatics, Tome 18 (2009) pp. 179-187. http://gdmltest.u-ga.fr/item/05703616/