Stochastic dominance bounds on derivative prices in a multiperiod economy with proportional transaction costs:
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Bibliographic Details
Main Authors: Kōnstantinidēs, Giōrgos 1947- (Author), Perrakis, Stylianos 1938- (Author)
Format: Book
Language:English
Published: Cambridge, Mass. 2002
Series:Working paper series / National Bureau of Economic Research 8867
Physical Description:56 S. graph. Darst.