Option spanning with exogenous information structure

DOI10.1016/J.JMATECO.2008.06.004zbMATH Open1153.91591OpenAlexW2009582811MaRDI QIDQ999735FDOQ999735

Valentina Galvani

Publication date: 10 February 2009

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

Full work available at URL: https://doi.org/10.1016/j.jmateco.2008.06.004

Recommendations

• DYNAMIC SPANNING: ARE OPTIONS AN APPROPRIATE INSTRUMENT?
• Options and efficiency in spaces of bounded claims
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• Spanning with American options.

zbMATH Keywords

market completenessoption spanning

Mathematics Subject Classification ID

Cites Work

• Title not available (Why is that?)
• Functional analysis and infinite-dimensional geometry
• Infinite dimensional analysis. A hitchhiker's guide
• Spanning, valuation and options
• Title not available (Why is that?)
• Options and Efficiency
• Title not available (Why is that?)
• Spanning and completeness in markets with contingent claims
• Efficient funds for meager asset spaces
• The second fundamental theorem of asset pricing
• OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS
• Title not available (Why is that?)

Cited In (11)

• Spanning with indexes
• The completion of real-asset markets by options
• OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS
• Options and efficiency in spaces of bounded claims
• Spanning and completeness in markets with contingent claims
• NONREPLICATION OF OPTIONS
• Spanning with American options.
• Option spanning beyond \(L_p\)-models
• A note on spanning with options
• Maximal submarkets that replicate any option
• Smallest order closed sublattices and option spanning

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