Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Functional co-monotony of processes with applications to peacocks and
  barrier options   We show that several general classes of stochastic processes satisfy a
functional co-monotony principle, including processes with independent
increments, Brownian diffusions, Liouville processes. As a first application,
we recover some recent results about peacock processes obtained by Hirsch et
al. which were themselves motivated by a former work of Carr et al. about the
sensitivity of Asian Call options with respect to their volatility and residual
maturity (seniority). We also derive semi-universal bounds for various barrier
options.

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The categories of this paper are: adap-org
16
The categories of this paper are: stat
0
The categories of this paper are: hep-ph
24
The categories of this paper are: dg-ga
28
The categories of this paper are: alg-geom
11
The categories of this paper are: hep-lat
33
The categories of this paper are: plasm-ph
3
The categories of this paper are: physics
26
The categories of this paper are: bayes-an
34
The categories of this paper are: chem-ph
5
The categories of this paper are: gr-qc
12
The categories of this paper are: nucl-th
20
The categories of this paper are: acc-phys
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The categories of this paper are: cmp-lg
1
The categories of this paper are: cs
27
The categories of this paper are: comp-gas