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Stochastic Dominance Option Pricing An Alternative Approach to Option Market Research /
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 pr...
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| Format: | Electronic eBook |
| Language: | English |
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Springer International Publishing : Imprint: Palgrave Macmillan,
2019.
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Full text (Wentworth users only) |