Options and efficiency in spaces of bounded claims
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Publication:990300
DOI10.1016/j.jmateco.2010.05.004zbMath1232.91662MaRDI QIDQ990300
Vladimir G. Troitsky, Valentina Galvani
Publication date: 6 September 2010
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://sites.ualberta.ca/~econwps/2009/wp2009-04.pdf
91G20: Derivative securities (option pricing, hedging, etc.)