Stochastic Dominance Bounds on Derivative Prices in a...

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Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs

Constantinides, George M., Perrakis, Stylianos
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Year:
2000
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.242608
File:
PDF, 230 KB
english, 2000
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