Work

Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply

Year: 2021

Type: article

Source: Critical Finance Review

DOI: 10.1561/104.00000090

Authors: George M. Constantinides, Michal Czerwonko, Jens Carsten Jackwerth, Stylianos Perrakis

Institutions: National Bureau of Economic Research, University of Chicago, Nazarbayev University, University of Konstanz, Concordia University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2785976821

FWCI:

Cites: 4

Cited by: 1

Related to: 10