A Note on Market Completeness with American Put Options
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Cites work
- Arbitrage and completeness in financial markets with given N-dimensional distributions
- Arbitrage-free market models for option prices: the multi-strike case
- Call completeness implies completeness in the \(n\)-period model of a financial market
- Completion of a Lévy market by power-jump assets
- Dynamic complex hedging in additive markets
- scientific article; zbMATH DE number 1807400 (Why is no real title available?)
- scientific article; zbMATH DE number 3740439 (Why is no real title available?)
- scientific article; zbMATH DE number 1834045 (Why is no real title available?)
- Local volatility dynamic models
- Market completion using options
- Optimal investment in derivative securities
- Optimal investment with derivative securities
- Optimal positioning in derivative securities
- OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS
- Options and Efficiency
- Risk-neutral compatibility with option prices
- Spanning and completeness in markets with contingent claims
- TERM STRUCTURES OF IMPLIED VOLATILITIES: ABSENCE OF ARBITRAGE AND EXISTENCE RESULTS
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