On the Non-Existence of Redundant Options
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Volume (Year): 31 (2007)
Issue (Month): 2 (May)
Pages: 205-212
| Handle: | RePEc:spr:joecth:v:31:y:2007:i:2:p:205-212 |
| Contact details of provider: | Web page: http://link.springer.de/link/service/journals/00199/index.htm
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| Order Information: | Web: http://link.springer.de/orders.htm |
References listed on IDEAS
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- repec:cup:cbooks:9780521586054 is not listed on IDEAS
- Alexandre M. Baptista, 2005. "Options And Efficiency In Multidate Security Markets," Mathematical Finance, Wiley Blackwell, vol. 15(4), pages 569-587.
- Charalambos D. Aliprantis & Rabee Tourky, 2002.
"Markets That Don'T Replicate Any Option,"
Department of Economics - Working Papers Series
832, The University of Melbourne.
- Aliprantis, Charalambos D. & Tourky, Rabee, 2002. "Markets that don't replicate any option," Economics Letters, Elsevier, vol. 76(3), pages 443-447, August.
- Donald J. Brown & Stephen A. Ross, 1988.
"Spanning, Valuation and Options,"
Cowles Foundation Discussion Papers
873, Cowles Foundation for Research in Economics, Yale University.
- Brown, Donald J & Ross, Stephen A, 1991. "Spanning, Valuation and Options," Economic Theory, Springer, vol. 1(1), pages 3-12, January.
- Friesen, Peter H, 1979. "The Arrow-Debreu Model Extended to Financial Markets," Econometrica, Econometric Society, vol. 47(3), pages 689-707, May.
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