From stochastic dominance to Black–Scholes: An alternative option pricing paradigm
Year: 2014
Type: article
Source: Risk and Decision Analysis
DOI: 10.3233/rda-140103
Authors: Ioan Mihai Oancea, Stylianos Perrakis
Institutions: University of Connecticut, Concordia University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W1837078124