Options and efficiency in spaces of bounded claims
From MaRDI portal
Publication:990300
DOI10.1016/J.JMATECO.2010.05.004zbMATH Open1232.91662OpenAlexW1981826574MaRDI QIDQ990300FDOQ990300
Authors: Valentina Galvani, Vladimir G. Troitsky 
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
Recommendations
Cites Work
- Title not available (Why is that?)
- Functional analysis and infinite-dimensional geometry
- Infinite dimensional analysis. A hitchhiker's guide
- Options and Efficiency
- Spanning and completeness in markets with contingent claims
- Efficient funds for meager asset spaces
- Spanning with American options.
- The second fundamental theorem of asset pricing
- Option spanning with exogenous information structure
- OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS
- Markets that don't replicate any option.
- On the non-existence of redundant options
- A note on spanning with options
Cited In (9)
- Spanning with indexes
- The completion of real-asset markets by options
- Option spanning with exogenous information structure
- Spanning and completeness in markets with contingent claims
- The completion of security markets
- Option spanning beyond \(L_p\)-models
- The financial market: not as big as you think
- Smallest order closed sublattices and option spanning
- Semi-nonparametric approximation and index options
This page was built for publication: Options and efficiency in spaces of bounded claims
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q990300)
