The following pages link to Options and Efficiency (Q4096087):
Displayed 24 items.
- Riesz estimators (Q278266) (← links)
- Incomplete markets and derivative assets (Q315796) (← links)
- The effects of newly listed derivatives in a thin stock market (Q375360) (← links)
- The impact of warrants introduction: sign effect or magnitude effect? (Q394483) (← links)
- Spanning with indexes (Q406270) (← links)
- Variance trading and market price of variance risk (Q469575) (← links)
- The completion of real-asset markets by options (Q539326) (← links)
- Equilibrium open interest (Q608910) (← links)
- Maximal submarkets that replicate any option (Q635967) (← links)
- Pricing rules and Arrow-Debreu ambiguous valuation (Q663197) (← links)
- Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation (Q665824) (← links)
- Selecting an optimal portfolio of consumer loans by applying the state preference approach (Q704085) (← links)
- Study on the stability of an artificial stock option market based on bidirectional conduction (Q742669) (← links)
- Futures markets and commodity options: Hedging and optimality in incomplete markets (Q789300) (← links)
- Equilibria with options: Existence and indeterminacy (Q809852) (← links)
- The completion of security markets (Q862796) (← links)
- On the non-existence of redundant options (Q873903) (← links)
- Put-call parity and market frictions (Q894049) (← links)
- Options and equilibrium (Q909557) (← links)
- An introduction to general equilibrium with incomplete asset markets (Q909560) (← links)
- Modeling and simulation of an artificial stock option market (Q943963) (← links)
- Options and efficiency in spaces of bounded claims (Q990300) (← links)
- Option spanning with exogenous information structure (Q999735) (← links)
- The probability approach to general equilibrium with production (Q1006575) (← links)