Options and efficiency in spaces of bounded claims

Valentina Galvani and Vladimir G. Troitsky

Journal of Mathematical Economics, 2010, vol. 46, issue 4, 616-619

Abstract: In a seminal contribution, Ross (1976) showed that a static finite state-space market can be completed by supplementing the primitive securities with ordinary call and put options. Galvani (2009) extends this result to norm separable Lp-spaces, with 1

Keywords: Spanning; Options; Market; completeness; Efficiency (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (4)

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Working Paper: Options and Efficiency in Spaces of Bounded Claims (2009)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:mateco:v:46:y:2010:i:4:p:616-619

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