Stylianos Perrakis

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Transaction costs and option prices Risk and Decision Analysis	2019-03-12	Paper
From stochastic dominance to Black-Scholes: an alternative option pricing paradigm Risk and Decision Analysis	2019-03-12	Paper
Option bounds and the pricing of the volatility smile Review of Derivatives Research	2013-10-29	Paper
The American put under transactions costs Journal of Economic Dynamics and Control	2008-10-24	Paper
Stochastic Dominance Bounds on American Option Prices in Markets with Frictions Review of Finance	2008-01-30	Paper
Preference free option pricing by a Markov chain approximation	2006-02-21	Paper
Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs. Journal of Economic Dynamics and Control	2002-07-15	Paper
Option pricing and replication with transaction costs and dividends Journal of Economic Dynamics and Control	2000-10-26	Paper
Free entry may reduce total willingness-to-pay Economics Letters	1999-03-02	Paper
Derivative asset pricing with transaction costs: an extension Computational Economics	1997-11-04	Paper
Capacity and Entry Under Demand Uncertainty Review of Economic Studies	1983-01-01	Paper
Optimal replacement policies with two or more loaded sliding standbys Naval Research Logistics Quarterly	1983-01-01	Paper
Moment Inequalities For A Class Of Single Server Queues INFOR: Information Systems and Operational Research	1976-01-01	Paper
On Risky Investments with Random Timing of Cash Returns and Fixed Planning Horizon Management Science	1976-01-01	Paper
Rate of Return Regulation of a Monopoly Firm with Random Demand International Economic Review	1976-01-01	Paper
The Evaluation of Risky Investments with Random Timing of Cash Returns Management Science	1974-01-01	Paper

Research outcomes over time

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