Stochastic Dominance Option Pricing

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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. This new methodology was developed primarily by the author, working independently or jointly with other co-authors, over the course of mo...
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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. This new methodology was developed primarily by the author, working independently or jointly with other co-authors, over the course of mo...
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  • Formats: pdf
  • ISBN: 9783030115906
  • Publication Date: 3 May 2019
  • Publisher: Springer International Publishing
  • Product language: English
  • Drm Setting: DRM