Ioan Mihai Oancea

Concordia University, Quebec - John Molson School of Business

PhD student

1455 de Maisonneuve Blvd. W.

Montreal, Quebec H3G 1M8

Canada

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

1.

Stochastic Dominance and Option Pricing in Discrete and Continuous Time: An Alternative Paradigm

Number of pages: 48 Posted: 18 Mar 2006
Ioan Mihai Oancea and Stylianos Perrakis
Concordia University, Quebec - John Molson School of Business and Concordia University, Quebec - John Molson School of Business
Downloads 217 (143,987)
Citation 23

Abstract:

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Option pricing, option bounds, incomplete markets, jump-diffusion processes, stochastic volatility, GARCH processes