The following pages link to Spanning, valuation and options (Q1338119):
Displaying 22 items.
- Riesz estimators (Q278266) (← links)
- Spanning with indexes (Q406270) (← links)
- Maximal submarkets that replicate any option (Q635967) (← links)
- Asset pricing in an imperfect world (Q683829) (← links)
- The completion of security markets (Q862796) (← links)
- On the non-existence of redundant options (Q873903) (← links)
- Put-call parity and market frictions (Q894049) (← links)
- Option spanning with exogenous information structure (Q999735) (← 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)
- The cheapest hedge. (Q1864980) (← links)
- A partial introduction to financial asset pricing theory. (Q1879511) (← links)
- Option pricing: a yet simpler approach (Q2145691) (← links)
- Atomic sublattices and basic derivatives in finance (Q2194075) (← links)
- A note on spanning with options (Q2381463) (← links)
- Note on multidimensional Breeden-Litzenberger representation for state price densities (Q2452152) (← links)
- The financial market: not as big as you think (Q2633452) (← links)
- Choquet integration on Riesz spaces and dual comonotonicity (Q3450277) (← links)
- Smallest order closed sublattices and option spanning (Q4595999) (← links)
- Separability Versus Robustness of Orlicz Spaces: Financial and Economic Perspectives (Q5872882) (← links)