Stochastic dominance bounds on American option prices in markets with frictions

Review of Finance

Volumn 11, Issue 1, 2007, Pages 71-115

  Constantinides, George M ^a   Perrakis, Stylianos ^b  

^a UNIVERSITY OF CHICAGO   (United States)

^b Gina Cody School of Engineering and Computer Science   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 60449117669     PISSN: 15723097     EISSN: 1573692X     Source Type: Journal    
DOI: 10.1093/rof/rfl001     Document Type: Review

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