Abstract
We exhibit several classes of processes which are increasing in the convex order. Among these, an important class consists of the arithmetic means of martingales (which are closely related with Asian options).
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© 2011 Springer-Verlag Italia
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Hirsch, F., Profeta, C., Roynette, B., Yor, M. (2011). Some Examples of Peacocks. In: Peacocks and Associated Martingales, with Explicit Constructions. B&SS — Bocconi & Springer Series. Springer, Milano. https://doi.org/10.1007/978-88-470-1908-9_1
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DOI: https://doi.org/10.1007/978-88-470-1908-9_1
Publisher Name: Springer, Milano
Print ISBN: 978-88-470-1907-2
Online ISBN: 978-88-470-1908-9
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