From stochastic dominance to Black–Scholes: An alternative option pricing paradigm
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Publication:3119633
DOI10.3233/RDA-140103zbMath1409.91248MaRDI QIDQ3119633
Ioan Mihai Oancea, 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-140103
60E15: Inequalities; stochastic orderings
91G80: Financial applications of other theories
91G20: Derivative securities (option pricing, hedging, etc.)