Galvani, Valentina; Troitsky, Vladimir G. - In: Journal of Mathematical Economics 46 (2010) 4, pp. 616-619
In a seminal contribution, Ross (1976) showed that a static finite state-space market can be completed by supplementing the primitive securities with ordinary call and put options. Galvani (2009) extends this result to norm separable Lp-spaces, with 1=p[infinity]. This study concludes that...