Jan Bergenthum, Ludger Rüschendorf. Comparison of Option Prices in Semimartingale Models. Finance and Stochastics, 10(2):222-249, 2006. [doi]
@article{BergenthumR06,
title = {Comparison of Option Prices in Semimartingale Models},
author = {Jan Bergenthum and Ludger Rüschendorf},
year = {2006},
doi = {10.1007/s00780-006-0001-9},
url = {http://dx.doi.org/10.1007/s00780-006-0001-9},
tags = {meta-model, Meta-Environment},
researchr = {https://researchr.org/publication/BergenthumR06},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {10},
number = {2},
pages = {222-249},
}