Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/32182 
Year of Publication: 
2005
Series/Report no.: 
CoFE Discussion Paper No. 05/06
Publisher: 
University of Konstanz, Center of Finance and Econometrics (CoFE), Konstanz
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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