Spanning with American options.
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Publication:1399554
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Cites work
- scientific article; zbMATH DE number 1154009 (Why is no real title available?)
- scientific article; zbMATH DE number 1869203 (Why is no real title available?)
- scientific article; zbMATH DE number 3227205 (Why is no real title available?)
- An introduction to general equilibrium with incomplete asset markets
- Characterisation of generically complete real asset structures
- DYNAMIC SPANNING: ARE OPTIONS AN APPROPRIATE INSTRUMENT?
- Efficiency and options on the market index
- Handbook of mathematical economics. Vol. II
- Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
- Non-existence and inefficiency of equilibria with American options
- OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS
- Options and Efficiency
- Real effects of money in general equilibrium
- Spanning and completeness in markets with contingent claims
- Spanning, valuation and options
- The Arrow-Debreu Model Extended to Financial Markets
Cited in
(7)- OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS
- Spanning with indexes
- Options and efficiency in spaces of bounded claims
- Option spanning with exogenous information structure
- On the non-existence of redundant options
- The financial market: not as big as you think
- Non-existence and inefficiency of equilibria with American options
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