Stochastic Dominance Bounds on American Option Prices in Markets with Frictions
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Publication:5439981
DOI10.1093/rof/rfl001zbMath1136.91009OpenAlexW2016953909MaRDI QIDQ5439981
George M. Constantinides, Stylianos Perrakis
Publication date: 30 January 2008
Published in: Review of Finance (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/4d49825b3001717cac834dee3c171595c4bab74b
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