From stochastic dominance to Black-Scholes: an alternative option pricing paradigm (Q3119633)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7034838
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | From stochastic dominance to Black-Scholes: an alternative option pricing paradigm |
scientific article; zbMATH DE number 7034838 |
Statements
From stochastic dominance to Black–Scholes: An alternative option pricing paradigm (English)
0 references
12 March 2019
0 references
stochastic dominance
0 references
option pricing
0 references
option bounds
0 references
incomplete markets
0 references
diffusion processes
0 references
0.7726303339004517
0 references
0.7542800903320312
0 references
