Michal Czerwonko

Concordia University, Quebec - John Molson School of Business

PhD Student

1455 de Maisonneuve Blvd. W.

Montreal, Quebec H3G 1M8

Canada

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Transaction Costs and Stochastic Dominance Efficiency in the Index Futures Options Market

Number of pages: 45 Posted: 16 Mar 2006
Michal Czerwonko and Stylianos Perrakis
Concordia University, Quebec - John Molson School of Business and Concordia University, Quebec - John Molson School of Business
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Abstract:

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Derivatives pricing, Transaction costs, Stochastic dominance, Index options, Futures options