Stochastic dominance option pricing : an alternative approach to option market research /: an alternative approach to option market research. (2019)

• Record Type: Book
• Further Information: Note: Stylianos Perrakis.
• Authors: Perrakis, Stylianos, 1938-
• Contents: 1 Stochastic Dominance: Introduction.- 2 Stochastic Dominance Option Pricing I: The Frictionless Case.- 3 Proportional Transaction Costs: An Introduction.- 4 Stochastic Dominance Option Pricing II: Option Bounds Under Transaction Costs.- 5 Stochastic Dominance Option Pricing: Empirical Applications.- 6 Stochastic Dominance and Further Theoretical and Empirical Option Research.- 7 Conclusions.
• Publisher Details: Basingstoke : Palgrave Macmillan
• Publication Date: 2019
• Extent: 1 online resource, illustrations (black and white)
• Subjects: 332.6453; Options (Finance); Stochastic processes
• Languages: English
• ISBNs: 9783030115906
• Related ISBNs: 9783030115890
• Notes: Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.