Stochastic Dominance Option Pricing¶

Perrakis, S. (2019). Stochastic Dominance Option Pricing.

Type: Unclassified
Intellectual base: Unclassified
Year: 2019
DOI: 10.1007/978-3-030-11590-6_1
Link: https://doi.org/10.1007/978-3-030-11590-6_1

Cited by¶

1 citation across 1 artifact.

Domain-specific¶

Stochastic ordering
- There is no single unqualified stochastic order, different orders compare different function classes or transforms, two distributions may be incomparable and order direction conventions must be stated.

Verification¶

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Registry ID ref:e91aefbc1a1d · see in the full table