Open AccessStochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs
Author(s) -
George M. Constantinides,
Stylianos Perrakis
Publication year - 2002
Language(s) - English
Resource type - Reports
DOI - 10.3386/w8867
Subject(s) - stochastic dominance , dominance (genetics) , derivative (finance) , economics , database transaction , transaction cost , econometrics , microeconomics , mathematical economics , computer science , financial economics , chemistry , database , biochemistry , gene