Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs
Year of publication: |
2002
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Authors: | Constantinides, George M. ; Perrakis, Stylianos |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 26.2002, 7, p. 1323
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