A note on spanning with options

DOI10.1016/J.MATHSOCSCI.2007.03.002MaRDI QIDQ2381463zbMATH OpenOpenAlexFDO

Authors Valentina Galvani

Publication date 18 September 2007

Published in Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.mathsocsci.2007.03.002

zbMATH Keywords

optionsspanningmarket completeness

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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Cites work

• scientific article; zbMATH DE number 3174984 (Why is no real title available?)
• scientific article; zbMATH DE number 124436 (Why is no real title available?)
• scientific article; zbMATH DE number 3457750 (Why is no real title available?)
• scientific article; zbMATH DE number 3255437 (Why is no real title available?)
• Efficient funds for meager asset spaces
• Infinite dimensional analysis. A hitchhiker's guide.
• On the Role of Options in Sunspot Equilibria
• Options and Efficiency
• Pareto improving financial innovation in incomplete markets
• Spanning and completeness in markets with contingent claims
• Spanning, valuation and options
• The second fundamental theorem of asset pricing
• Welfare effects of financial innovation in incomplete markets economies with several consumption goods

Cited in

(5)

• Options and efficiency in spaces of bounded claims
• Option spanning with exogenous information structure
• Spanning and completeness in markets with contingent claims
• Option spanning beyond \(L_p\)-models
• Spanning, valuation and options

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