Publications
Preprint · SSRN Electronic Journal · January 1, 2006
Transaction Costs and Stochastic Dominance Efficiency in the Index Futures Options Market
Michal Czerwonko, Stylianos Perrakis
Financial Markets and Investment StrategiesStochastic processes and financial applicationsFinancial Risk and Volatility Modelingtransaction costsS&P 500option mispricing
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