NONREPLICATION OF OPTIONS (Q4906527): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Markets that don't replicate any option. / rank
 
Normal rank
Property / cites work
 
Property / cites work: DYNAMIC SPANNING: ARE OPTIONS AN APPROPRIATE INSTRUMENT? / rank
 
Normal rank
Property / cites work
 
Property / cites work: OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the non-existence of redundant options / rank
 
Normal rank
Property / cites work
 
Property / cites work: A General Equilibrium Analysis of Option and Stock Market Interactions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Option spanning with exogenous information structure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spanning and completeness in markets with contingent claims / rank
 
Normal rank
Property / cites work
 
Property / cites work: The completion of security markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite-dimensional lattice-subspaces of 𝐶(Ω) and curves of ℝⁿ / rank
 
Normal rank

Revision as of 05:11, 6 July 2024

scientific article; zbMATH DE number 6139581
Language Label Description Also known as
English
NONREPLICATION OF OPTIONS
scientific article; zbMATH DE number 6139581

    Statements

    Identifiers