Results for stochastic dominance

Publications & Outputs

1. Option bounds and second order arbitrage opportunities

   Huang, J., 2004, Lancaster University: The Department of Accounting and Finance, 60 p. (Accounting and Finance Working Paper Series).

   Research output: Working paper

2. Stochastic dominance option bounds and Nth order arbitrage opportunities

   Huang, J., 2004, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

   Research output: Working paper