Stochastic Dominance Option Pricing

Auteur: Perrakis, Stylianos
Editeur: Springer Nature Switzerland AG
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.

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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.
ISBN / EAN 9783030115890
Auteur Perrakis, Stylianos
Editeur Springer Nature Switzerland AG