Options and efficiency in spaces of bounded claims
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Publication:990300
DOI10.1016/J.JMATECO.2010.05.004zbMath1232.91662OpenAlexW1981826574MaRDI QIDQ990300
Valentina Galvani, Vladimir G. Troitsky
Publication date: 6 September 2010
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://sites.ualberta.ca/~econwps/2009/wp2009-04.pdf
Related Items (5)
The financial market: not as big as you think ⋮ Option spanning beyond \(L_p\)-models ⋮ Spanning with indexes ⋮ Smallest order closed sublattices and option spanning ⋮ Semi-nonparametric approximation and index options
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- Options and Efficiency
- OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS
- Functional analysis and infinite-dimensional geometry
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