Title of article :
Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs
Author/Authors :
George M. Constantinides، نويسنده , , Stylianos Perrakis، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2002
Keywords :
Transaction costs , Derivative pricing , Multiperiod stochastic dominance , Implied volatility bounds
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control
