Option spanning beyond \(L_p\)-models (Q1679558)
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scientific article; zbMATH DE number 6804465
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option spanning beyond \(L_p\)-models |
scientific article; zbMATH DE number 6804465 |
Statements
Option spanning beyond \(L_p\)-models (English)
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9 November 2017
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spanning of options
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market completeness
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arbitrage
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Kreps-Yan theorem
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order continuous dual
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0.8031935691833496
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0.7857635617256165
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0.7781609296798706
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0.7768688797950745
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0.7586837410926819
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