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Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs
Constantinides, George M.; Perrakis, Stylianos - In: Journal of Economic Dynamics and Control 26 (2002) 7-8, pp. 1323-1352
Persistent link: https://www.econbiz.de/10005205389
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Option pricing and replication with transaction costs and dividends
Perrakis, Stylianos; Lefoll, Jean - In: Journal of Economic Dynamics and Control 24 (2000) 11-12, pp. 1527-1561
Persistent link: https://www.econbiz.de/10005160952
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The American put under transactions costs
Perrakis, Stylianos; Lefoll, Jean - In: Journal of Economic Dynamics and Control 28 (2004) 5, pp. 915-935
Persistent link: https://www.econbiz.de/10005199973