Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/32182
Authors: 
Constantinides, George M.
Jackwerth, Jens Carsten
Perrakis, Stylianos
Year of Publication: 
2005
Series/Report no.: 
Discussion paper series // Zentrum für Finanzen und Ökonometrie, Universität Konstanz 2005,06
Subjects: 
Derivative pricing
risk-neutral distribution
incomplete markets
stochastic dominance bounds
transaction costs
index options
volatility smile
JEL: 
G13
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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