Spanning with American options.
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Publication:1399554
DOI10.1016/S0022-0531(03)00037-1zbMath1048.91059MaRDI QIDQ1399554
Publication date: 30 July 2003
Published in: Journal of Economic Theory (Search for Journal in Brave)
Related Items (5)
The financial market: not as big as you think ⋮ On the non-existence of redundant options ⋮ Spanning with indexes ⋮ OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS ⋮ Options and efficiency in spaces of bounded claims
Cites Work
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- Characterisation of generically complete real asset structures
- An introduction to general equilibrium with incomplete asset markets
- Handbook of mathematical economics. Vol. II
- Spanning and completeness in markets with contingent claims
- Real effects of money in general equilibrium
- Efficiency and options on the market index
- Spanning, valuation and options
- Non-existence and inefficiency of equilibria with American options
- Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
- The Arrow-Debreu Model Extended to Financial Markets
- Options and Efficiency
- DYNAMIC SPANNING: ARE OPTIONS AN APPROPRIATE INSTRUMENT?
- OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS
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