Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs. (Q1605429): Difference between revisions
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scientific article
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English | Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs. |
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Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs. (English)
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15 July 2002
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