Pages that link to "Item:Q1090586"
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The following pages link to Spanning and completeness in markets with contingent claims (Q1090586):
Displaying 47 items.
- Spanning with indexes (Q406270) (← links)
- The completion of real-asset markets by options (Q539326) (← links)
- Maximal submarkets that replicate any option (Q635967) (← links)
- The completion of security markets (Q862796) (← links)
- On the non-existence of redundant options (Q873903) (← links)
- Complete and incomplete financial markets in multi-good economies (Q893422) (← links)
- Put-call parity and market frictions (Q894049) (← links)
- A characterization theorem for unique risk neutral probability measures (Q899862) (← links)
- Beliefs and arbitrage pricing (Q899984) (← links)
- On the completeness of complete markets (Q946352) (← links)
- Options and efficiency in spaces of bounded claims (Q990300) (← links)
- Predictability and unpredictability in financial markets (Q992162) (← links)
- Option spanning with exogenous information structure (Q999735) (← links)
- Efficient funds for meager asset spaces (Q1093505) (← links)
- Spanning, valuation and options (Q1338119) (← links)
- Spanning with American options. (Q1399554) (← links)
- Minimum-cost portfolio insurance (Q1583151) (← links)
- Markets that don't replicate any option. (Q1608851) (← links)
- Option spanning beyond \(L_p\)-models (Q1679558) (← links)
- Financial market structures revealed by pricing rules: efficient complete markets are prevalent (Q1693190) (← links)
- An analysis of the conditions for the validity of Modigliani-Miller theorem with incomplete markets (Q1804604) (← links)
- Optimal strategies in equity securities and derivatives (Q1827006) (← links)
- The cheapest hedge. (Q1864980) (← links)
- Integrated dynamic models for hedging international portfolio risks (Q2183309) (← links)
- Atomic sublattices and basic derivatives in finance (Q2194075) (← links)
- Minimal \(\mathcal{L}^p \)-densities with prescribed marginals (Q2214260) (← links)
- Dynamically complete markets under Brownian motion (Q2230760) (← links)
- Complete and competitive financial markets in a complex world (Q2238771) (← links)
- Nonparametric spot volatility from options (Q2299587) (← links)
- A note on spanning with options (Q2381463) (← links)
- A simple method for generalized sequential compound options pricing (Q2406942) (← links)
- Static hedging under maturity mismatch (Q2516768) (← links)
- The financial market: not as big as you think (Q2633452) (← links)
- On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution (Q2672147) (← links)
- Contingent claims and market completeness in a stochastic volatility model. (Q2707187) (← links)
- Dynamic Spanning in the Consumption-Based Capital Asset Pricing Model (Q2709158) (← links)
- Market completeness: A return to order (Q3151205) (← 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)
- A Note on Market Completeness with American Put Options (Q4561927) (← links)
- Option overlay strategies (Q4683071) (← links)
- NONREPLICATION OF OPTIONS (Q4906527) (← links)
- Technical Note—Options Portfolio Selection (Q5130505) (← links)
- HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)
- On the equivalence of the static and dynamic asset allocation problems (Q5484641) (← links)
- OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS (Q5700132) (← links)
- Separability Versus Robustness of Orlicz Spaces: Financial and Economic Perspectives (Q5872882) (← links)
