具有比例交易成本的多期经济中衍生品价格的随机占优界
Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs
Journal of Economic Dynamics and Control · 2002
被引 97
ABS 3
- George M. Constantinides 通讯
- Stylianos Perrakis
金融经济学衍生品定价随机占优交易成本资产定价