Maximal submarkets that replicate any option
type: Item
instance of: scholarly article
title: Maximal submarkets that replicate any option
zbMATH Open document ID: 1219.91141
author: Ioannis A. Polyrakis
author: Foivos Xanthos
published in: Annals of Finance
publication date: 2011-08-25T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G99
zbMATH DE Number: 5942434
zbMATH Keywords: security markets
zbMATH Keywords: replication of options
zbMATH Keywords: completion by options
zbMATH Keywords: positive bases
zbMATH Keywords: sublattices
MaRDI profile type: Publication
full work available at URL: s10436-009-0143-9
OpenAlex ID: W2062346429
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DOI: 10.1007/S10436-009-0143-9
description: scientific article; zbMATH DE number 5942434