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• Alexandre M. Baptista

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Article provided by Springer in its journal Economic Theory.

Volume (Year): 31 (2007)
Issue (Month): 2 (May)
Pages: 205-212
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Handle: RePEc:spr:joecth:v:31:y:2007:i:2:p:205-212

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Related research

Keywords: Options; Redundant securities; Incomplete markets; D52; D61;

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

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:
   • Aliprantis, Charalambos D. & Tourky, Rabee, 2002. "Markets that don't replicate any option," Economics Letters, Elsevier, vol. 76(3), pages 443-447, August. [Downloadable!] (restricted)
2. Friesen, Peter H, 1979. "The Arrow-Debreu Model Extended to Financial Markets," Econometrica, Econometric Society, vol. 47(3), pages 689-707, May. [Downloadable!] (restricted)
3. Alexandre M. Baptista, 2005. "Options And Efficiency In Multidate Security Markets," Mathematical Finance, Blackwell Publishing, vol. 15(4), pages 569-587. [Downloadable!] (restricted)
4. Donald J. Brown & Stephen A. Ross, 1988. "Spanning, Valuation and Options," Cowles Foundation Discussion Papers 873, Cowles Foundation, Yale University. [Downloadable!]
   Other versions:
   • Brown, Donald J & Ross, Stephen A, 1991. "Spanning, Valuation and Options," Economic Theory, Springer, vol. 1(1), pages 3-12, January.

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This page was last updated on 2009-11-25.