Dynamic Spanning: Are Options an Appropriate Instrument?
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- Isabelle Bajeux-Besnainou & Jean-Charles Rochet, 1996. "Dynamic Spanning: Are Options An Appropriate Instrument?," Mathematical Finance, Wiley Blackwell, vol. 6(1), pages 1-16.
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- Alziary, Benedicte & Decamps, Jean-Paul & Koehl, Pierre-Francois, 1997.
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- Antonio Mele, 2002. "Fundamental Properties of Bond Prices in Models of the Short-Term Rate," Working Papers 460, Queen Mary University of London, School of Economics and Finance.
- Alexandre M. Baptista, 2005. "Options And Efficiency In Multidate Security Markets," Mathematical Finance, Wiley Blackwell, vol. 15(4), pages 569-587.
- Jovanovic, Franck & Schinckus, Christophe, 2017. "Econophysics and Financial Economics: An Emerging Dialogue," OUP Catalogue, Oxford University Press, number 9780190205034.
- Alexandre Baptista, 2000. "Options and Efficiency in Multiperiod Security Markets," Econometric Society World Congress 2000 Contributed Papers 0299, Econometric Society.
- Alziary Chassat, Bénédicte & Takac, Peter, 2017. "On the Heston Model with Stochastic Volatility: Analytic Solutions and Complete Markets," TSE Working Papers 17-796, Toulouse School of Economics (TSE).
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