Spanning and Completeness with Options
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Bibliographic InfoArticle provided by Society for Financial Studies in its journal Review of Financial Studies.
Volume (Year): 1 (1988)
Issue (Month): 3 ()
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- Breeden, Douglas T. & Gilkeson, James H., 1997. "A path-dependent approach to security valuation with application to interest rate contingent claims," Journal of Banking & Finance, Elsevier, vol. 21(4), pages 541-562, April.
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"Contingent Claims Valued And Hedged By Pricing And Investing In A Basis,"
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- Bakshi, Gurdip & Madan, Dilip, 2000. "Spanning and derivative-security valuation," Journal of Financial Economics, Elsevier, vol. 55(2), pages 205-238, February.
- Peter Carr & Liuren Wu, 2004. "Static Hedging of Standard Options," Finance 0409016, EconWPA.
- Günter Franke & Martin Weber, 2001.
"Heterogeneity of Investors and Asset Pricing in a Risk-Value World,"
CoFE Discussion Paper
01-08, Center of Finance and Econometrics, University of Konstanz.
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- Franke, Gunter & Stapleton, Richard C. & Subrahmanyam, Marti G., 1998. "Who Buys and Who Sells Options: The Role of Options in an Economy with Background Risk," Journal of Economic Theory, Elsevier, vol. 82(1), pages 89-109, September.
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