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Option spanning beyond \(L_p\)-models - MaRDI portal

Option spanning beyond \(L_p\)-models (Q1679558)

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Option spanning beyond \(L_p\)-models
scientific article

    Statements

    title
    Option spanning beyond \(L_p\)-models (English)
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    author
    Niushan Gao
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    Foivos Xanthos
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    publication date
    9 November 2017
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    zbMATH Keywords
    spanning of options
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    market completeness
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    arbitrage
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    Kreps-Yan theorem
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    order continuous dual
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    cites work
    Q4781239
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    Q4438875
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    Q5491574
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    Q3400706
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    Banach lattices
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    Options and Efficiency
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    Identifiers

    zbMATH DE Number
    6804465
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    OpenAlex ID
    W2962835645
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    arXiv ID
    1603.01288
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