Spanning with American options

Author:

Baptista Alexandre M.

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference19 articles.

1. Dynamic spanning;Bajeux-Besnainou;Math. Finance,1996

2. A.M. Baptista, Options and efficiency in multidate security markets, Working Paper, University of Arizona, 2002.

3. Spanning, valuation and options;Brown;Econ. Theory,1991

4. Efficiency and Options on the Market Index;Demange;Econ. Theory,1999

5. E. Dierker, Regular Economies, in: K.J. Arrow, M.D. Intriligator (Eds.), Handbook of Mathematical Economics, Vol. II, North-Holland, New York, 1982, pp. 795–830.

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1. The financial market: not as big as you think;Mathematics and Financial Economics;2018-07-17

2. Computation of replicated exercise prices by using positive bases;Filomat;2016

3. Spanning with indexes;Journal of Mathematical Economics;2014-08

4. Options and efficiency in spaces of bounded claims;Journal of Mathematical Economics;2010-07

5. Options trading activity and firm valuation;Journal of Financial Economics;2009-12

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