Spanning with indexes

DOI10.1016/J.JMATECO.2014.06.007zbMath1305.91231OpenAlexW2002462793MaRDI QIDQ406270

Weidong Tian

Publication date: 8 September 2014

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

Full work available at URL: https://doi.org/10.1016/j.jmateco.2014.06.007

zbMATH Keywords

approximationindexspanning

Mathematics Subject Classification ID

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

Related Items (2)

The financial market: not as big as you think ⋮ Semi-nonparametric approximation and index options

Cites Work

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• Options and efficiency in spaces of bounded claims
• Option spanning with exogenous information structure
• Spanning and completeness in markets with contingent claims
• Efficient funds for meager asset spaces
• Martingales and arbitrage in multiperiod securities markets
• Arbitrage and equilibrium in economies with infinitely many commodities
• The fundamentality of sets of ridge functions
• Spanning, valuation and options
• Spanning with American options.
• Multilayer feedforward networks are universal approximators
• The Second Fundamental Theorem of Asset Pricing
• Options and Efficiency
• On best approximations in several variables.
• Approximation by superpositions of a sigmoidal function

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