Option spanning with exogenous information structure

DOI10.1016/J.JMATECO.2008.06.004MaRDI QIDQ999735zbMATH OpenOpenAlexFDO

Authors Valentina Galvani

Publication date 10 February 2009

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmateco.2008.06.004

zbMATH Keywords

market completenessoption spanning

Mathematics Subject Classification ID

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Cites work

• scientific article; zbMATH DE number 1810447 (Why is no real title available?)
• scientific article; zbMATH DE number 46153 (Why is no real title available?)
• scientific article; zbMATH DE number 124436 (Why is no real title available?)
• scientific article; zbMATH DE number 2016135 (Why is no real title available?)
• Efficient funds for meager asset spaces
• Functional analysis and infinite-dimensional geometry
• Infinite dimensional analysis. A hitchhiker's guide
• OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS
• Options and Efficiency
• Spanning and completeness in markets with contingent claims
• Spanning, valuation and options
• The second fundamental theorem of asset pricing

Cited in

(13)

• Spanning with indexes
• The completion of real-asset markets by options
• OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS
• Options and efficiency in spaces of bounded claims
• Spanning and completeness in markets with contingent claims
• Spanning with American options.
• Option spanning beyond \(L_p\)-models
• The financial market: not as big as you think
• A note on spanning with options
• Maximal submarkets that replicate any option
• On the non-existence of redundant options
• Nonreplication of options
• Smallest order closed sublattices and option spanning

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