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Mispricing of Index Options with Respect to Stochastic Dominance Bounds?

Martin Wallmeier

Critical Finance Review, 2021. DOI 10.1561/104.00000089

Has this study been replicated?

This paper is itself a replication attempt. The study it set out to replicate is listed below.

Study replicated

• Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence, CONSTANTINIDES et al. (2011). The Journal of Finance. View paper

Cite this record

Wallmeier, M. (2021). Mispricing of Index Options with Respect to Stochastic Dominance Bounds? Critical Finance Review, 10(1), 21–55. https://doi.org/10.1561/104.00000089

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