Stochastic dominance option pricing: an alternative approach to option market research
Auteur :
Perrakis, Stylianos
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783030115890
Date de publication :
16 mai 2019
Dimensions :
21,0 x 14,8 cm
Langue :
Anglais
Pays d'origine :
Suisse
This book illustrates the application of the economic concept of stochastic dominance to option markets and presents an alternative option pricing paradigm to the prevailing no arbitrage simultaneous equilibrium in the frictionless underlying and option markets.