Stochastic dominance bounds on derivative prices in a multiperiod economy with proportional transaction costs:
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2002
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
8867 |
| Schlagwörter: | |
| Links: | http://papers.nber.org/papers/w8867.pdf |
| Umfang: | 56 S. |
Internformat
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| id | DE-604.BV023588929 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T13:23:11Z |
| institution | BVB |
| language | English |
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| physical | 56 S. |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | National Bureau of Economic Research |
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| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Kōnstantinidēs, Giōrgos 1947- Verfasser (DE-588)128457538 aut Stochastic dominance bounds on derivative prices in a multiperiod economy with proportional transaction costs George M. Constantinides ; Stylianos Perrakis Cambridge, Mass. National Bureau of Economic Research 2002 56 S. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 8867 Derivative securities Prices Europe Stochastic processes Transaction costs Europe Europa Perrakis, Stylianos 1938- Verfasser (DE-588)170046729 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 8867 (DE-604)BV002801238 8867 http://papers.nber.org/papers/w8867.pdf kostenfrei Volltext |
| spellingShingle | Kōnstantinidēs, Giōrgos 1947- Perrakis, Stylianos 1938- Stochastic dominance bounds on derivative prices in a multiperiod economy with proportional transaction costs National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Derivative securities Prices Europe Stochastic processes Transaction costs Europe |
| title | Stochastic dominance bounds on derivative prices in a multiperiod economy with proportional transaction costs |
| title_auth | Stochastic dominance bounds on derivative prices in a multiperiod economy with proportional transaction costs |
| title_exact_search | Stochastic dominance bounds on derivative prices in a multiperiod economy with proportional transaction costs |
| title_full | Stochastic dominance bounds on derivative prices in a multiperiod economy with proportional transaction costs George M. Constantinides ; Stylianos Perrakis |
| title_fullStr | Stochastic dominance bounds on derivative prices in a multiperiod economy with proportional transaction costs George M. Constantinides ; Stylianos Perrakis |
| title_full_unstemmed | Stochastic dominance bounds on derivative prices in a multiperiod economy with proportional transaction costs George M. Constantinides ; Stylianos Perrakis |
| title_short | Stochastic dominance bounds on derivative prices in a multiperiod economy with proportional transaction costs |
| title_sort | stochastic dominance bounds on derivative prices in a multiperiod economy with proportional transaction costs |
| topic | Derivative securities Prices Europe Stochastic processes Transaction costs Europe |
| topic_facet | Derivative securities Prices Europe Stochastic processes Transaction costs Europe Europa |
| url | http://papers.nber.org/papers/w8867.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT konstantinidesgiorgos stochasticdominanceboundsonderivativepricesinamultiperiodeconomywithproportionaltransactioncosts AT perrakisstylianos stochasticdominanceboundsonderivativepricesinamultiperiodeconomywithproportionaltransactioncosts |