HIGHLIGHTS
- who: Michael R. Tehranchi from the Centre for Mathematical Sciences, University of Cambridge, Cambridge , WB, UK have published the research work: A Black-Scholes inequality: applications and generalisations, in the Journal: (JOURNAL)
- what: The aim of this paper is to try to understand the fundamental principle that gives rise to such an inequality. The authors provide another worked example in Sect 4.2. The motivation of this section is to bring this observation from theory to practice. Following the motivation of this section, the authors are interested not only in the call price surface itself . . .
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