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
Pages
30
From page
1323
To page
1352
Keywords
Transaction costs , Derivative pricing , Multiperiod stochastic dominance , Implied volatility bounds
Journal title
Journal of Economic Dynamics and Control
Serial Year
2002
Journal title
Journal of Economic Dynamics and Control
Record number
238166
Link To Document