Pages that link to "Item:Q1090586"
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The following pages link to Spanning and completeness in markets with contingent claims (Q1090586):
Displayed 21 items.
- The completion of real-asset markets by options (Q539326) (← links)
- Maximal submarkets that replicate any option (Q635967) (← links)
- The completion of security markets (Q862796) (← links)
- On the non-existence of redundant options (Q873903) (← links)
- Options and efficiency in spaces of bounded claims (Q990300) (← links)
- Predictability and unpredictability in financial markets (Q992162) (← links)
- Option spanning with exogenous information structure (Q999735) (← links)
- Efficient funds for meager asset spaces (Q1093505) (← links)
- Spanning, valuation and options (Q1338119) (← links)
- Spanning with American options. (Q1399554) (← links)
- Minimum-cost portfolio insurance (Q1583151) (← links)
- Markets that don't replicate any option. (Q1608851) (← links)
- An analysis of the conditions for the validity of Modigliani-Miller theorem with incomplete markets (Q1804604) (← links)
- Optimal strategies in equity securities and derivatives (Q1827006) (← links)
- The cheapest hedge. (Q1864980) (← links)
- A note on spanning with options (Q2381463) (← links)
- Market completeness: A return to order (Q3151205) (← links)
- EQUILIBRIUM STATE PRICES IN A STOCHASTIC VOLATILITY MODEL<sup>1</sup> (Q4226863) (← links)
- CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS (Q4372036) (← links)
- On the equivalence of the static and dynamic asset allocation problems (Q5484641) (← links)
- OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS (Q5700132) (← links)