Items where Author is "Czerwonko, Michal"
Group by: Item Type | No Grouping
Jump to: Thesis
Number of items: 2.
Thesis
Czerwonko, Michal (2008) The stochastic dominance valuation of options under transaction costs : extensions, implementation and empirical tests. PhD thesis, Concordia University.
Czerwonko, Michal (2002) Stochastic dominance bounds on option prices in the presence of transaction costs : an empirical approach. Masters thesis, Concordia University.