Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs. (Q1605429)
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scientific article; zbMATH DE number 1768266
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs. |
scientific article; zbMATH DE number 1768266 |
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Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs. (English)
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15 July 2002
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0.9062445
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0.8729463
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0.8690908
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0.8583682
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0.85564625
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0.85161215
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0.8474907
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