Stochastic dominance bounds on American option prices in markets with frictions
George M. Constantinides and Stylianos Perrakis
| Year of publication: |
2007
|
|---|---|
| Authors: | Kōnstantinidēs, Giōrgos ; Perrakis, Stylianos |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 11.2007, 1, p. 71-115
|
| Subject: | Optionspreistheorie | Option pricing theory |
| 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/10003714152