The following pages link to Options and Efficiency (Q4096087):
Displayed 48 items.
- The completion of real-asset markets by options (Q539326) (← links)
- Equilibrium open interest (Q608910) (← links)
- Maximal submarkets that replicate any option (Q635967) (← links)
- Pricing rules and Arrow-Debreu ambiguous valuation (Q663197) (← links)
- Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation (Q665824) (← links)
- Selecting an optimal portfolio of consumer loans by applying the state preference approach (Q704085) (← links)
- Futures markets and commodity options: Hedging and optimality in incomplete markets (Q789300) (← links)
- Equilibria with options: Existence and indeterminacy (Q809852) (← links)
- The completion of security markets (Q862796) (← links)
- On the non-existence of redundant options (Q873903) (← links)
- Options and equilibrium (Q909557) (← links)
- An introduction to general equilibrium with incomplete asset markets (Q909560) (← links)
- Modeling and simulation of an artificial stock option market (Q943963) (← links)
- Options and efficiency in spaces of bounded claims (Q990300) (← links)
- Option spanning with exogenous information structure (Q999735) (← links)
- The probability approach to general equilibrium with production (Q1006575) (← links)
- Structural stability of market models (Q1055329) (← links)
- Spanning and completeness in markets with contingent claims (Q1090586) (← links)
- Efficient funds for meager asset spaces (Q1093505) (← links)
- Existence of competitive equilibria for option markets (Q1262190) (← links)
- Optimal hedging with currency forwards, calls, and calls on forwards for the competitive exporting firm facing exchange rate uncertainty (Q1319271) (← links)
- Spanning, valuation and options (Q1338119) (← links)
- Non-existence and inefficiency of equilibria with American options (Q1339009) (← links)
- Estimation of risk-neutral densities using positive convolution approximation (Q1398970) (← links)
- Spanning with American options. (Q1399554) (← links)
- Moment generating function approach to pricing interest rate and foreign exchange rate claims. (Q1413350) (← links)
- Minimum-cost portfolio insurance (Q1583151) (← links)
- Markets that don't replicate any option. (Q1608851) (← links)
- Linear and nonlinear price decentralization (Q1772666) (← links)
- Optimal strategies in equity securities and derivatives (Q1827006) (← links)
- The cheapest hedge. (Q1864980) (← links)
- Capital market equilibrium with moral hazard (Q1867767) (← links)
- Nonparametric risk management and implied risk aversion (Q1969813) (← links)
- A note on spanning with options (Q2381463) (← links)
- Rational expectations equilibrium and the strategic choice of costly information (Q2457246) (← links)
- Integrated portfolio management with options (Q2464233) (← links)
- Retrieving risk neutral densities based on risk neutral moments through a Gram-Charlier series expansion (Q2470214) (← links)
- Endogenous uncertainty in a general equilibrium model with price contingent contracts (Q2564221) (← links)
- Bounds for the price of discrete arithmetic Asian options (Q2570028) (← links)
- THE ENTROPY THEORY OF BOND OPTION PRICING (Q3022049) (← links)
- Exchangeability-type properties of asset prices (Q3173000) (← links)
- Pension Plan Funding, Technology Choice, and the Equity Risk Premium (Q3173494) (← links)
- DYNAMIC SPANNING: ARE OPTIONS AN APPROPRIATE INSTRUMENT? (Q4226851) (← links)
- EQUILIBRIUM STATE PRICES IN A STOCHASTIC VOLATILITY MODEL<sup>1</sup> (Q4226863) (← links)
- CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS (Q4372036) (← links)
- OPTION PRICING VIA MAXIMIZATION OVER UNCERTAINTY AND CORRECTION OF VOLATILITY SMILE (Q5198955) (← links)
- State Price Density, Esscher Transforms, and Pricing Options on Stocks, Bonds, and Foreign Exchange Rates (Q5718223) (← links)
- Do option markets correctly price the probabilities of movement of the underlying asset? (Q5939359) (← links)