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Stochastic dominance bounds on derivatives price in a multiperiod economy with proportional transaction costs
Kōnstantinidēs, Giōrgos; Perrakis, Stylianos - In: Journal of economic dynamics & control 26 (2002) 7/8, pp. 1323-1352
Persistent link: https://www.econbiz.de/10001656093
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Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs
Constantinides, George M.; Perrakis, Stylianos - In: Journal of economic dynamics & control 26 (2002) 7, pp. 1323
Persistent link: https://www.econbiz.de/10006769551
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Option pricing and replication with transaction costs and dividends
Perrakis, Stylianos; Lefoll, Jean - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1527-1561
Persistent link: https://www.econbiz.de/10001508747
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The American put under transactions costs
Perrakis, Stylianos; Lefoll, Jean - In: Journal of economic dynamics & control 28 (2004) 5, pp. 915-935
Persistent link: https://www.econbiz.de/10001855995
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The American put under transactions costs
Perrakis, Stylianos; Lefoll, Jean - In: Journal of economic dynamics & control 28 (2004) 5, pp. 915-936
Persistent link: https://www.econbiz.de/10006758821
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Option pricing and replication with transaction costs and dividends
Perrakis, Stylianos; Lefoll, Jean - In: Journal of economic dynamics & control 24 (2000) 11, pp. 1527-1562
Persistent link: https://www.econbiz.de/10006778765