Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs
Year of publication: |
2002
|
---|---|
Authors: | Constantinides, George M. ; Perrakis, Stylianos |
Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 26.2002, 7-8, p. 1323-1352
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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