Stochastic Dominance Option Pricing
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Published By Springer International Publishing

9783030115890, 9783030115906

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Stochastic Dominance and Further Theoretical and Empirical Option Research

Stochastic Dominance Option Pricing ◽

10.1007/978-3-030-11590-6_6 ◽

2019 ◽

pp. 209-252

Author(s):

Stylianos Perrakis

Keyword(s):

Stochastic Dominance

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Stochastic Dominance Option Pricing: Empirical Applications

Stochastic Dominance Option Pricing ◽

10.1007/978-3-030-11590-6_5 ◽

2019 ◽

pp. 177-208

Author(s):

Stylianos Perrakis

Keyword(s):

Option Pricing ◽

Stochastic Dominance

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Conclusions

Stochastic Dominance Option Pricing ◽

10.1007/978-3-030-11590-6_7 ◽

2019 ◽

pp. 253-260

Author(s):

Stylianos Perrakis

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Stochastic Dominance: Introduction

Stochastic Dominance Option Pricing ◽

10.1007/978-3-030-11590-6_1 ◽

2019 ◽

pp. 1-17

Author(s):

Stylianos Perrakis

Keyword(s):

Stochastic Dominance

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Stochastic Dominance Option Pricing I: The Frictionless Case

Stochastic Dominance Option Pricing ◽

10.1007/978-3-030-11590-6_2 ◽

2019 ◽

pp. 19-85

Author(s):

Stylianos Perrakis

Keyword(s):

Option Pricing ◽

Stochastic Dominance

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Stochastic Dominance Option Pricing II: Option Bounds Under Transaction Costs

Stochastic Dominance Option Pricing ◽

10.1007/978-3-030-11590-6_4 ◽

2019 ◽

pp. 111-175

Author(s):

Stylianos Perrakis

Keyword(s):

Option Pricing ◽

Transaction Costs ◽

Stochastic Dominance ◽

Option Bounds

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Proportional Transaction Costs: An Introduction

Stochastic Dominance Option Pricing ◽

10.1007/978-3-030-11590-6_3 ◽

2019 ◽

pp. 87-109

Author(s):

Stylianos Perrakis

Keyword(s):

Transaction Costs ◽

Proportional Transaction Costs

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