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

George M. Constantinides () and Stylianos Perrakis

Journal of Economic Dynamics and Control, 2002, vol. 26, issue 7-8, pages 1323-1352

Date: 2002
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Working Paper: Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs (2002)
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Persistent link: http://EconPapers.repec.org/RePEc:eee:dyncon:v:26:y:2002:i:7-8:p:1323-1352

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