The completion of real-asset markets by options
From MaRDI portal
Publication:539326
DOI10.1155/2010/139690zbMath1213.91156WikidataQ58651694 ScholiaQ58651694MaRDI QIDQ539326
Publication date: 27 May 2011
Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/227364
91G20: Derivative securities (option pricing, hedging, etc.)
Cites Work
- Unnamed Item
- Unnamed Item
- The completion of security markets
- Characterisation of generically complete real asset structures
- Option spanning with exogenous information structure
- Spanning and completeness in markets with contingent claims
- Welfare effects of financial innovation in incomplete markets economies with several consumption goods
- Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
- Options and Efficiency
- Minimal lattice-subspaces
- Finite-dimensional lattice-subspaces of 𝐶(Ω) and curves of ℝⁿ
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
- OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS