Options and efficiency in spaces of bounded claims
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Cites work
- scientific article; zbMATH DE number 46153 (Why is no real title available?)
- A note on spanning with options
- Efficient funds for meager asset spaces
- Functional analysis and infinite-dimensional geometry
- Infinite dimensional analysis. A hitchhiker's guide
- Markets that don't replicate any option.
- OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS
- On the non-existence of redundant options
- Option spanning with exogenous information structure
- Options and Efficiency
- Spanning and completeness in markets with contingent claims
- Spanning with American options.
- The second fundamental theorem of asset pricing
Cited in
(9)- Semi-nonparametric approximation and index options
- 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
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