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Stochastic dominance option pricing : an alternative approach to option market research
Perrakis, Stylianos - 2019
Persistent link: https://www.econbiz.de/10011982413
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Transaction costs and option prices
Perrakis, Stylianos - In: Risk and decision analysis 6 (2017) 3, pp. 241-248
Persistent link: https://www.econbiz.de/10011925091
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From innovation to obfuscation : continuous time finance fifty years later
Perrakis, Stylianos - In: Financial markets and portfolio management 36 (2022) 3, pp. 369-401
Persistent link: https://www.econbiz.de/10013431700
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From stochastic dominance to Black-Scholes : an alternative option pricing paradigm
Oancea, Michael; Perrakis, Stylianos - In: Risk and decision analysis 5 (2014) 2/3, pp. 99-112
Persistent link: https://www.econbiz.de/10011285063
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Stochastic dominance bounds on derivative prices in a multiperiod economy with proportional transaction costs
Kōnstantinidēs, Giōrgos; Perrakis, Stylianos - 2002
Persistent link: https://www.econbiz.de/10001661181
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Option pricing and replication with transaction costs and dividends
Perrakis, Stylianos; Lefoll, Jean - 1999
Persistent link: https://www.econbiz.de/10001641802
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Option bounds and the pricing of the volatility smile
Masson, Jean; Perrakis, Stylianos - In: Review of derivatives research 4 (2000) 1, pp. 29-53
Persistent link: https://www.econbiz.de/10001521985
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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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Competition, interlisting and market structure in options trading
Khoury, Nabil T.; Perrakis, Stylianos; Savor, Marko - In: Journal of banking & finance 35 (2011) 1, pp. 104-117
Persistent link: https://www.econbiz.de/10009244435