Option spanning with exogenous information structure

DOI10.1016/j.jmateco.2008.06.004zbMath1153.91591OpenAlexW2009582811MaRDI QIDQ999735

Valentina Galvani

Publication date: 10 February 2009

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2008.06.004

zbMATH Keywords

market completenessoption spanning

Mathematics Subject Classification ID

Related Items (7)

Option spanning beyond \(L_p\)-models ⋮ Spanning with indexes ⋮ Smallest order closed sublattices and option spanning ⋮ Maximal submarkets that replicate any option ⋮ NONREPLICATION OF OPTIONS ⋮ The completion of real-asset markets by options ⋮ Options and efficiency in spaces of bounded claims

Cites Work

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• Spanning and completeness in markets with contingent claims
• Efficient funds for meager asset spaces
• Spanning, valuation and options
• Infinite dimensional analysis. A hitchhiker's guide
• The Second Fundamental Theorem of Asset Pricing
• Options and Efficiency
• OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS
• Functional analysis and infinite-dimensional geometry

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