A note on spanning with options

DOI10.1016/J.MATHSOCSCI.2007.03.002zbMath1186.91215OpenAlexW2045685466MaRDI QIDQ2381463

Valentina Galvani

Publication date: 18 September 2007

Published in: Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mathsocsci.2007.03.002

zbMATH Keywords

optionsmarket completenessspanning

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (1)

Options and efficiency in spaces of bounded claims

Cites Work

• Spanning and completeness in markets with contingent claims
• Efficient funds for meager asset spaces
• Spanning, valuation and options
• Pareto improving financial innovation in incomplete markets
• Welfare effects of financial innovation in incomplete markets economies with several consumption goods
• The Second Fundamental Theorem of Asset Pricing
• Options and Efficiency
• On the Role of Options in Sunspot Equilibria
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