Efficiency and options on the market index

DOI10.1007/S001990050290zbMath0942.91070OpenAlexW3121252495MaRDI QIDQ1300690

Gabrielle Demange, Guy Laroque

Publication date: 10 May 2000

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001990050290

zbMATH Keywords

optionmarket indexmutually principle

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (3)

The financial market: not as big as you think ⋮ Spanning with American options. ⋮ OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS

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