OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS-Reference-Cited by-同舟云学术

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OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS

Published:2005-10 Issue:4 Volume:15 Page:569-587
ISSN:0960-1627
Container-title:Mathematical Finance
language:en
Short-container-title:

Author:

Baptista Alexandre M.

Publisher

Wiley

Subject

Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9965.2005.00251.x/fullpdf

Reference24 articles.

1. Spanning the State Space with Options;Arditti;J. Finan. Quant. Anal.,1980

2. Dynamic Spanning: Are Options an Appropriate Instrument;Bajeux-Besnainou;Math. Finance,1996

3. Spanning with American Options;Baptista;J. Econ. Theory,2003

4. Prices of State-contingent Claims Implicit in Option Prices;Breeden;J. Business,1978

5. Spanning, Valuation and Options;Brown;Econ. Theory,1991

Cited by 8 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

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

2. Option spanning beyond $$L_p$$ L p -models;Mathematics and Financial Economics;2017-02-15

3. NONREPLICATION OF OPTIONS;Mathematical Finance;2010-12-05

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

5. The Completion of Real-Asset Markets by Options;International Journal of Mathematics and Mathematical Sciences;2010

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