Perrakis, Stylianos - 2019
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...
