From stochastic dominance to Black-Scholes : an alternative option pricing paradigm
Ioan Mihai Oancea and Stylianos Perrakis
| Year of publication: |
2014
|
|---|---|
| Authors: | Oancea, Michael ; Perrakis, Stylianos |
| Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 5.2014, 2/3, p. 99-112
|
| Subject: | Stochastic dominance | option pricing | option hounds | incomplete markets | diffusion processes | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Unvollkommener Markt | Incomplete market | Black-Scholes-Modell | Black-Scholes model | Optionsgeschäft | Option trading | Derivat | Derivative |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011285063