Spanning, valuation and options
type: Item
instance of: scholarly article
title: Spanning, valuation and options
zbMATH Open document ID: 0807.90045
DOI: 10.1007/BF01210570
author: Stephen A. Ross
author: Donald J. Brown
published in: Economic Theory
publication date: 1994-11-27T00:00:00Z
Mathematics Subject Classification ID: 91B26
zbMATH DE Number: 695755
zbMATH Keywords: Riesz space of commodities
MaRDI profile type: Publication
cites work: Option pricing: A simplified approach
cites work: Spanning and completeness in markets with contingent claims
cites work: Ordered linear spaces
cites work: A characterization theorem for unique risk neutral probability measures
cites work: Arbitrage and equilibrium in economies with infinitely many commodities
cites work: Q3687213
cites work: Options and Efficiency
cites work: Q4049667
full work available at URL: https://doi.org/10.1007/bf01210570
OpenAlex ID: W2047667251
description: scientific article; zbMATH DE number 695755