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Underlying assets for which options complete the market
Galvani, Valentina - In: Finance research letters 4 (2007) 1, pp. 59-66
Persistent link: https://www.econbiz.de/10003442074
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A note on spanning with options
Galvani, Valentina - In: Mathematical social sciences 54 (2007) 1, pp. 106-114
Persistent link: https://www.econbiz.de/10003510670
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Option spanning with exogenous information structure
Galvani, Valentina - In: Journal of mathematical economics 45 (2009) 1/2, pp. 73-79
Persistent link: https://www.econbiz.de/10003830005
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Options and efficiency in spaces of bounded claims
Galvani, Valentina; Troitsky, Vladimir G. - In: Journal of mathematical economics 46 (2010) 4, pp. 616-619
Persistent link: https://www.econbiz.de/10009300223