An algebra for evaluating hedge portfolios
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- Gaia Barone, 2008. "Arbitrages and Arrow-Debreu Prices," Rivista di Politica Economica, SIPI Spa, vol. 98(6), pages 43-78, November-.
- Bergman, Yaacov & Callen, Jeffrey L., 1995. "Rational deviations from absolute priority rules," International Review of Financial Analysis, Elsevier, vol. 4(1), pages 1-18.
- Selby, Michael J. P., 2000. "Computational Aspects of Complex Securities," Journal of Economic Dynamics and Control, Elsevier, vol. 24(11-12), pages 1491-1497, October.
- Balbás, Alejandro & Longarela, Iñaki R. & Lucia, Julio J., 1999. "How does financial theory apply to catastrophe-linked derivatives? En empirical test of several princing models," DEE - Working Papers. Business Economics. WB 6521, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
- Peter Ryan, 2000. "Tighter Option Bounds from Multiple Exercise Prices," Review of Derivatives Research, Springer, vol. 4(2), pages 155-188, May.
- Ryan, Peter J., 2003. "Progressive option bounds from the sequence of concurrently expiring options," European Journal of Operational Research, Elsevier, vol. 151(1), pages 193-223, November.
- Milevsky, Moshe Arye & Prisman, Eliezer Z., 1999. "Hedging and pricing with tax law uncertainty: Managing under an Arkansas Best doctrine," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(1), pages 147-168.
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