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Stochastic dominance bounds on derivative prices in a multiperiod economy with proportional transaction costs

Author: George M Constantinides; Stylianos Perrakis; National Bureau of Economic Research.
Publisher: Cambridge, MA. : National Bureau of Economic Research, ©2002.
Series: Working paper series (National Bureau of Economic Research), working paper no. 8867.
Edition/Format:   Print book : EnglishView all editions and formats
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: George M Constantinides; Stylianos Perrakis; National Bureau of Economic Research.
OCLC Number: 49854365
Notes: "April 2002."
Description: 56 pages ; 22 cm.
Series Title: Working paper series (National Bureau of Economic Research), working paper no. 8867.
Responsibility: George M. Constantinides, Stylianos Perrakis.

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