Spanning with American options
Year of publication: |
2003
|
---|---|
Authors: | Baptista, Alexandre M. |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 110.2003, 2, p. 264-289
|
Subject: | Optionsgeschäft | Option trading | Unvollkommener Markt | Incomplete market | Allgemeines Gleichgewicht | General equilibrium | Kapitalmarkttheorie | Financial economics | Theorie | Theory |
-
Efficient trading strategies in the presence of market frictions
Jouini, Elyès, (2001)
-
Incentives and the stock market in general equilibrium
Magill, Michael, (2003)
-
Financial innovation from a general equilibrium perspective
Bettzüge, Marc Oliver, (1997)
- More ...
-
Bank regulation and stability: An examination of the Basel market risk framework
Alexander, Gordon J., (2012)
-
Reducing estimation risk in optimal portfolio selection when short sales are allowed
Alexander, Gordon J., (2009)
-
On the non-existence of redunant options
Baptista, Alexandre M., (2007)
- More ...