On the Non-Existence of Redundant Options
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References listed on IDEAS
- Aliprantis, Charalambos D. & Tourky, Rabee, 2002. "Markets that don't replicate any option," Economics Letters, Elsevier, vol. 76(3), pages 443-447, August.
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- Aloisio Araujo & Alain Chateauneuf & José Faro, 2012.
"Pricing rules and Arrow–Debreu ambiguous valuation,"
Springer;Society for the Advancement of Economic Theory (SAET), vol. 49(1), pages 1-35, January.
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More about this item
KeywordsOptions; Redundant securities; Incomplete markets; D52; D61;
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
- D61 - Microeconomics - - Welfare Economics - - - Allocative Efficiency; Cost-Benefit Analysis
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