Stochastic Dominance Option Pricing : An Alternative Approach to Option Market Research

by Stylianos Perrakis

1 Stochastic Dominance: Introduction -- 2 Stochastic Dominance Option Pricing I: The Frictionless Case -- 3 Proportional Transaction Costs: An Introduction -- 4 Stochastic Dominance Option Pricing II: Option Bounds Under Transaction Costs -- 5 Stochastic Dominance Option Pricing: Empirical Applications -- 6 Stochastic Dominance and Further Theoretical and Empirical Option Research -- 7 Conclusions

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Year of publication:	2019
Authors:	Perrakis, Stylianos
Publisher:	Cham : Palgrave Macmillan
Subject:	Optionsgeschäft \| Option trading \| Optionspreistheorie \| Option pricing theory

Extent:	1 Online-Ressource (XXIII, 277 p. 19 illus)
Series:	Springer eBooks / Economics and Finance Springer eBook Collection
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-3-030-11590-6 ; 978-3-030-11589-0
Other identifiers:	10.1007/978-3-030-11590-6 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012398403