Markets that don't replicate any option.
type: Item
instance of: scholarly article
title: Markets that don't replicate any option.
zbMATH Open document ID: 1065.91528
DOI: 10.1016/S0165-1765(02)00084-8
author: R. Tourky
author: Charalambos D. Aliprantis
published in: Economics Letters
publication date: 2002-08-13T00:00:00Z
Mathematics Subject Classification ID: 91B26
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 1780577
zbMATH Keywords: options
zbMATH Keywords: option replication
zbMATH Keywords: incomplete markets
zbMATH Keywords: resolving securities
MaRDI profile type: Publication
cites work: The pricing of options and corporate liabilities
cites work: Spanning, valuation and options
cites work: Spanning and completeness in markets with contingent claims
cites work: On the pricing of contingent claims under constraints
cites work: Real effects of money in general equilibrium
cites work: Options and Efficiency
full work available at URL: s0165-1765(02)00084-8
OpenAlex ID: W2058896500
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description: scientific article; zbMATH DE number 1780577