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Cites work
- A computational study on general equilibrium pricing of derivative securities
- Finite-dimensional lattice-subspaces of đ¶(Ω) and curves of ââż
- Linear Optimization in C (Ω) and Portfolio Insurance
- Liquidity and market incompleteness
- Markets that don't replicate any option.
- Minimal lattice-subspaces
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- On the non-existence of redundant options
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- Options and Efficiency
- Spanning and completeness in markets with contingent claims
- Spanning, valuation and options
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