Stochastic Dominance Option Pricing
Stylianos Perrakis
Springer Nature Switzerland AG, 2019
133,25 €On orderDelivery: 2-3 weeks
This book illustrates the application of the economic concept of stochastic dominance to option markets and presents an alternative option pricing paradigm to the prevailing no arbitrage simultaneous equilibrium in the frictionless underlying and option markets.
- ISBN-13
- 9783030115890
- ISBN-10
- 3030115895
- Publisher
- Springer Nature Switzerland AG
- Year
- 2019
- Publication date
- 2019-05-16
- Pages
- 277
- Dimensions
- 210x148x