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Markets that don't replicate any option

Aliprantis, Charalambos D.; Tourky, Rabee - In: Economics Letters 76 (2002) 3, pp. 443-447

Persistent link: https://www.econbiz.de/10005307406

General equilibrium analysis in ordered topological vector spaces

Aliprantis, Charalambos D.; Florenzano, Monique; … - In: Journal of Mathematical Economics 40 (2004) 3-4, pp. 247-269

Persistent link: https://www.econbiz.de/10005216711

Non-marketed options, non-existence of equilibria, and non-linear prices

Aliprantis, Charalambos D.; Monteiro, Paulo K.; Tourky, … - In: Journal of Economic Theory 114 (2004) 2, pp. 345-357

Persistent link: https://www.econbiz.de/10005153435

A Theory of Value with Non-linear Prices: Equilibrium Analysis beyond Vector Lattices

Aliprantis, Charalambos D.; Tourky, Rabee; Yannelis, … - In: Journal of Economic Theory 100 (2001) 1, pp. 22-72

Persistent link: https://www.econbiz.de/10005153559

Linear and non-linear price decentralization

Aliprantis, Charalambos D.; Florenzano, Monique; … - In: Journal of Economic Theory 121 (2005) 1, pp. 51-74

Persistent link: https://www.econbiz.de/10005111914

Cone Conditions in General Equilibrium Theory

Aliprantis, Charalambos D.; Tourky, Rabee; Yannelis, … - In: Journal of Economic Theory 92 (2000) 1, pp. 96-121

Persistent link: https://www.econbiz.de/10005160166

Riesz estimators

Aliprantis, Charalambos D.; Harris, David; Tourky, Rabee - In: Journal of Econometrics 136 (2007) 2, pp. 431-456

Persistent link: https://www.econbiz.de/10005192658

MARKETS THAT DON'T REPLICATE ANY OPTION

ALIPRANTIS, CHARALAMBOS D.; TOURKY, RABEE - Department of Economics, Faculty of Business and Economics - 2002

It is well known from the work of S. Ross that a securities market is complete if and only if each call option can be replicated using available securities. The present short note announces the following surprising complementary result to Ross' important contribution. . If the number of...

Persistent link: https://www.econbiz.de/10005458655

CONTINUOUS PIECEWISE LINEAR FUNCTIONS

ALIPRANTIS, CHARALAMBOS D.; HARRIS, DAVID; TOURKY, RABEE - In: Macroeconomic Dynamics 10 (2006) 01, pp. 77-99

Persistent link: https://www.econbiz.de/10005425262

Production equilibria

Aliprantis, Charalambos D.; Florenzano, Monique; … - In: Journal of Mathematical Economics 42 (2006) 4-5, pp. 406-421

Persistent link: https://www.econbiz.de/10005521050