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Learning and Stochastic Dominance with Applications to Subjective Valuation of Options

Lehrer, Ehud; Wang, Tao

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Authors

Tao Wang



Citation

Lehrer, E., & Wang, T. (online). Learning and Stochastic Dominance with Applications to Subjective Valuation of Options. Economic Theory, https://doi.org/10.1007/s00199-025-01671-3

Journal Article Type Article
Acceptance Date Jun 16, 2025
Online Publication Date Jul 16, 2025
Deposit Date Jun 20, 2025
Publicly Available Date Jul 17, 2025
Journal Economic Theory
Print ISSN 0938-2259
Electronic ISSN 1432-0479
Publisher Springer
Peer Reviewed Peer Reviewed
DOI https://doi.org/10.1007/s00199-025-01671-3
Keywords Binomial tree model; Bayesian learning; Stochastic dominance; Option valuation
Public URL https://durham-repository.worktribe.com/output/4109122
Publisher URL https://link.springer.com/journal/199/articles

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