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The completion of security markets

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Author Info
Christos Kountzakis
Ioannis Polyrakis ()
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File URL: http://hdl.handle.net/10.1007/s10203-006-0059-z
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Article provided by Springer in its journal Decisions in Economics and Finance.

Volume (Year): 29 (2006)
Issue (Month): 1 (05)
Pages: 1-21
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Handle: RePEc:spr:decfin:v:29:y:2006:i:1:p:1-21

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  1. 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:
  2. Arditti, Fred D. & John, Kose, 1980. "Spanning the State Space with Options," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(01), pages 1-9, March. [Downloadable!]
  3. Ross, Stephen A, 1976. "Options and Efficiency," The Quarterly Journal of Economics, MIT Press, vol. 90(1), pages 75-89, February. [Downloadable!] (restricted)
  4. Donald J. Brown & Stephen A. Ross, 1988. "Spanning, Valuation and Options," Cowles Foundation Discussion Papers 873, Cowles Foundation, Yale University. [Downloadable!]
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  5. John, Kose, 1981. "Efficient Funds in a Financial Market with Options: A New Irrelevance Proposition," Journal of Finance, American Finance Association, vol. 36(3), pages 685-95, June. [Downloadable!] (restricted)
  6. Green, Richard C. & Jarrow, Robert A., 1987. "Spanning and completeness in markets with contingent claims," Journal of Economic Theory, Elsevier, vol. 41(1), pages 202-210, February. [Downloadable!] (restricted)
  7. Magill, Michael & Shafer, Wayne, 1991. "Incomplete markets," Handbook of Mathematical Economics, in: W. Hildenbrand & H. Sonnenschein (ed.), Handbook of Mathematical Economics, edition 1, volume 4, chapter 30, pages 1523-1614 Elsevier. [Downloadable!] (restricted)
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