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Perrakis, Stylianos

Libros de: Perrakis, Stylianos

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  • Stochastic Dominance Option Pricing "An Alternative Approach to Option Market Research"

    Stochastic Dominance Option Pricing "An Alternative Approach to Option Market Research"

    Perrakis, Stylianos

    Palgrave (2019)

    valoración

    • EAN: 9783030115890
    • Páginas: 277
    • Fecha de edición: 2019

    pvp.110,00 €

    Disponible entre 11 y 20 dias

    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 ...