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Spanning the State Space with Options

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  • Arditti, Fred D.
  • John, Kose

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Bibliographic Info

Article provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.

Volume (Year): 15 (1980)
Issue (Month): 01 (March)
Pages: 1-9

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Handle: RePEc:cup:jfinqa:v:15:y:1980:i:01:p:1-9_00

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Citations

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Cited by:
  1. Galvani, Valentina & Troitsky, Vladimir, 2009. "Options and Efficiency in Spaces of Bounded Claims," Working Papers 2009-4, University of Alberta, Department of Economics.
  2. Alexandre Baptista, 2000. "Options and Efficiency in Multiperiod Security Markets," Econometric Society World Congress 2000 Contributed Papers 0299, Econometric Society.
  3. Liu, Jun & Pan, Jun, 2003. "Dynamic Derivative Strategies," Working papers 4334-02, Massachusetts Institute of Technology (MIT), Sloan School of Management.
  4. Mark D. Flood, 1991. "An introduction to complete markets," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 32-57.
  5. Galvani, Valentina, 2009. "Option spanning with exogenous information structure," Journal of Mathematical Economics, Elsevier, vol. 45(1-2), pages 73-79, January.
  6. Sahlstrom, Petri, 2001. "Impact of stock option listings on return and risk characteristics in Finland," International Review of Financial Analysis, Elsevier, vol. 10(1), pages 19-36.
  7. Asli Ascioglu & Murat Aydogdu & Lynn Phillips Kugele, 2013. "The Impact of Option Listing on the Trading Activity of Turkcell’s American Depository Receipt (ADR)," Bogazici Journal of Economics and Administrative Sciences, Bogazici University, Department of Economics, vol. 27(1), pages 1-18.
  8. Ioannis Polyrakis & Foivos Xanthos, 2011. "Maximal submarkets that replicate any option," Annals of Finance, Springer, vol. 7(3), pages 407-423, August.
  9. Liu, Jun & Pan, Jun, 2003. "Dynamic derivative strategies," Journal of Financial Economics, Elsevier, vol. 69(3), pages 401-430, September.
  10. Christos Kountzakis & Ioannis Polyrakis, 2006. "The completion of security markets," Decisions in Economics and Finance, Springer, vol. 29(1), pages 1-21, 05.
  11. Michael Clark & Gerard Gannon & Russell Vinning, 2007. "The Impact of Warrant Introduction Australian Experience," Accounting, Finance, Financial Planning and Insurance Series 2007_11, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.

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