Option spanning beyond \(L_p\)-models (Q1679558): Difference between revisions

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+Q4781239
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+Q4438875
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+Q5491574
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+Infinite dimensional analysis. A hitchhiker's guide
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+A unified framework for utility maximization problems: An Orlicz space approach
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+Q3400706
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+OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS
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+Spanning, valuation and options
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+RISK MEASURES ON ORLICZ HEARTS
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+Market completion using options
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+RISK MEASURES FOR NON-INTEGRABLE RANDOM VARIABLES
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+The mathematics of arbitrage
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+Option spanning with exogenous information structure
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+Options and efficiency in spaces of bounded claims
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+Uo-convergence and its applications to Cesàro means in Banach lattices
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+On the C‐property and ‐representations of risk measures
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+Spanning and completeness in markets with contingent claims
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+Endogenous Completeness of Diffusion Driven Equilibrium Markets
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+Arbitrage and state price deflators in a general intertemporal framework
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+NONREPLICATION OF OPTIONS
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+Arbitrage and equilibrium in economies with infinitely many commodities
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+Banach lattices
@@ Property / cites work: Banach lattices / rank @@
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+Lebesgue property for convex risk measures on Orlicz spaces
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+Maximal submarkets that replicate any option
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+Existence of financial equilibria in continuous time with potentially complete markets
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+The Kreps--Yan theorem for \(L^\infty\)
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+Kreps-Yan theorem for Banach ideal spaces
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+Contingent Claims and Market Completeness in a Stochastic Volatility Model
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+Options and Efficiency
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+No arbitrage: On the work of David Kreps
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+Market completion with derivative securities
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