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Stochastic Dominance Option Pricing: An Alternative Approach to Option Market Research Stylianos Perrakis 2019 edition
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Stochastic Dominance Option Pricing: An Alternative Approach to Option Market Research
Stylianos Perrakis
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.
277 pages, 19 Illustrations, black and white; XXIII, 277 p. 19 illus.
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | May 16, 2019 |
| ISBN13 | 9783030115890 |
| Publishers | Springer Nature Switzerland AG |
| Pages | 277 |
| Dimensions | 150 × 220 × 20 mm · 524 g |
| Language | German |
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