Spanning with American options.
From MaRDI portal
Publication:1399554
DOI10.1016/S0022-0531(03)00037-1zbMATH Open1048.91059MaRDI QIDQ1399554FDOQ1399554
Authors: Alexandre M. Baptista 
Publication date: 30 July 2003
Published in: Journal of Economic Theory (Search for Journal in Brave)
Recommendations
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Spanning, valuation and options
- Options and Efficiency
- Real effects of money in general equilibrium
- An introduction to general equilibrium with incomplete asset markets
- Title not available (Why is that?)
- Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
- Characterisation of generically complete real asset structures
- Spanning and completeness in markets with contingent claims
- Handbook of mathematical economics. Vol. II
- OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS
- The Arrow-Debreu Model Extended to Financial Markets
- Efficiency and options on the market index
- Non-existence and inefficiency of equilibria with American options
- DYNAMIC SPANNING: ARE OPTIONS AN APPROPRIATE INSTRUMENT?
Cited In (7)
- Spanning with indexes
- OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS
- Options and efficiency in spaces of bounded claims
- Option spanning with exogenous information structure
- The financial market: not as big as you think
- Non-existence and inefficiency of equilibria with American options
- On the non-existence of redundant options
This page was built for publication: Spanning with American options.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1399554)
