Stochastic Dominance Bounds on American Option Prices in Markets with Frictions (Q5439981)
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scientific article; zbMATH DE number 5231410
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Dominance Bounds on American Option Prices in Markets with Frictions |
scientific article; zbMATH DE number 5231410 |
Statements
Stochastic Dominance Bounds on American Option Prices in Markets with Frictions (English)
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30 January 2008
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American options
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stochastic dominance
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transaction costs
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