Spanning with American options.

DOI10.1016/S0022-0531(03)00037-1zbMATH Open1048.91059MaRDI QIDQ1399554FDOQ1399554

Alexandre M. Baptista

Publication date: 30 July 2003

Published in: Journal of Economic Theory (Search for Journal in Brave)

Recommendations

• OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS
• DYNAMIC SPANNING: ARE OPTIONS AN APPROPRIATE INSTRUMENT?
• Option spanning with exogenous information structure
• Spanning and completeness in markets with contingent claims
• Non-existence and inefficiency of equilibria with American options

zbMATH Keywords

equilibriumincomplete markets

Mathematics Subject Classification ID

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 (6)

• Spanning with indexes
• OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS
• Options and efficiency in spaces of bounded claims
• 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

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