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Spanning and completeness in markets with contingent claims

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Author Info
Green, Richard C.
Jarrow, Robert A.

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File URL: http://www.sciencedirect.com/science/article/B6WJ3-4CYGBD9-J0/2/3b09c35f898a17799994831d36764546
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Article provided by Elsevier in its journal Journal of Economic Theory.

Volume (Year): 41 (1987)
Issue (Month): 1 (February)
Pages: 202-210
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Handle: RePEc:eee:jetheo:v:41:y:1987:i:1:p:202-210

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Web page: http://www.elsevier.com/locate/inca/622869

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  1. Donald J. Brown & Stephen A. Ross, 1988. "Spanning, Valuation and Options," Cowles Foundation Discussion Papers 873, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
  2. Alexandre Baptista, 2000. "Options and Efficiency in Multiperiod Security Markets," Econometric Society World Congress 2000 Contributed Papers 0299, Econometric Society. [Downloadable!]
  3. Frank Milne & Dilip Madan, 1994. "Contingent Claims Valued And Hedged By Pricing And Investing In A Basis," Working Papers 1158, Queen's University, Department of Economics. [Downloadable!]
    Other versions:
  4. Charalambos D. Aliprantis & Rabee Tourky, 2002. "Markets That Don'T Replicate Any Option," Department of Economics - Working Papers Series 832, The University of Melbourne. [Downloadable!]
    Other versions:
  5. Robert V. Kohn & Oana M. Papazoglu-Statescu†, 2006. "On the equivalence of the static and dynamic asset allocation problems," Quantitative Finance, Taylor and Francis Journals, vol. 6(2), pages 173-183, April. [Downloadable!] (restricted)
  6. Liu, Jun & Pan, Jun, 2003. "Dynamic Derivative Strategies," Working papers 4334-02, Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
  7. Christos Kountzakis & Ioannis Polyrakis, 2006. "The completion of security markets," Decisions in Economics and Finance, Springer, vol. 29(1), pages 1-21, 05. [Downloadable!] (restricted)
  8. David Bowman & Jon Faust, 1995. "Options, sunspots, and the creation of uncertainty," International Finance Discussion Papers 510, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
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