On the Non-Existence of Redundant Options
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DOI: 10.1007/s00199-006-0095-5
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References listed on IDEAS
- Aliprantis, Charalambos D. & Tourky, Rabee, 2002.
"Markets that don't replicate any option,"
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Citations
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Cited by:- Aloisio Araujo & Alain Chateauneuf & José Faro, 2012.
"Pricing rules and Arrow–Debreu ambiguous valuation,"
Economic Theory,
Springer;Society for the Advancement of Economic Theory (SAET), vol. 49(1), pages 1-35, January.
- Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2012. "Pricing rules and Arrow-Debreu ambiguous valuation," PSE - Labex "OSE-Ouvrir la Science Economique" hal-00685413, HAL.
- Jacco Thijssen, 2008. "A computational study on general equilibrium pricing of derivative securities," Annals of Finance, Springer, vol. 4(4), pages 505-523, October.
- Galvani, Valentina & Troitsky, Vladimir G., 2010.
"Options and efficiency in spaces of bounded claims,"
Journal of Mathematical Economics,
Elsevier, vol. 46(4), pages 616-619, July.
- Galvani, Valentina & Troitsky, Vladimir, 2009. "Options and Efficiency in Spaces of Bounded Claims," Working Papers 2009-4, University of Alberta, Department of Economics.
More about this item
Keywords
Options; Redundant securities; Incomplete markets; D52; D61;JEL classification:
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
- D61 - Microeconomics - - Welfare Economics - - - Allocative Efficiency; Cost-Benefit Analysis
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