Transaction costs and option prices

DOI10.3233/RDA-170125zbMath1409.91250OpenAlexW2749687560MaRDI QIDQ3119657

Stylianos Perrakis

Publication date: 12 March 2019

Published in: Risk and Decision Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3233/rda-170125

zbMATH Keywords

option pricingtransaction costsstochastic dominanceasset allocationoption bounds

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Derivative securities (option pricing, hedging, etc.) (91G20)

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