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Stochastic Dominance Option Pricing

Overview of attention for book
Cover of 'Stochastic Dominance Option Pricing'

Table of Contents

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    Book Overview
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    Chapter 1 Stochastic Dominance: Introduction
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    Chapter 2 Stochastic Dominance Option Pricing I: The Frictionless Case
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    Chapter 3 Proportional Transaction Costs: An Introduction
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    Chapter 4 Stochastic Dominance Option Pricing II: Option Bounds Under Transaction Costs
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    Chapter 5 Stochastic Dominance Option Pricing: Empirical Applications
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    Chapter 6 Stochastic Dominance and Further Theoretical and Empirical Option Research
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    Chapter 7 Conclusions
Attention for Chapter 3: Proportional Transaction Costs: An Introduction
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