The completion of security markets
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Publication:862796
DOI10.1007/s10203-006-0059-zzbMath1152.91525OpenAlexW2084505819MaRDI QIDQ862796
Ioannis A. Polyrakis, Christos E. Kountzakis
Publication date: 24 January 2007
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-006-0059-z
Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Ordered normed spaces (46B40)
Related Items (7)
Computational methods in portfolio insurance ⋮ Atomic sublattices and basic derivatives in finance ⋮ Computation of vector sublattices and minimal lattice-subspaces of \(\mathbb R^k\): applications in finance ⋮ Maximal submarkets that replicate any option ⋮ Computational methods in lattice-subspaces of \(C[a,b\) with applications in portfolio insurance] ⋮ NONREPLICATION OF OPTIONS ⋮ The completion of real-asset markets by options
Cites Work
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- Spanning and completeness in markets with contingent claims
- Spanning, valuation and options
- Markets that don't replicate any option.
- Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
- Options and Efficiency
- Minimal lattice-subspaces
- Finite-dimensional lattice-subspaces of 𝐶(Ω) and curves of ℝⁿ
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