Equilibrium in options' incomplete markets

Christos Kountzakis

International Journal of Financial Markets and Derivatives, 2020, vol. 7, issue 4, 414-423

Abstract: This paper is devoted to the use of the incomplete by options' markets in the existence of equilibrium in the case where a financial market remains incomplete, even after including any European call and put options' pay-off, written on the pay-off of the initial markets' portfolios.

Keywords: incomplete markets; finite-dimensional sub-lattices. (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:ids:ijfmkd:v:7:y:2020:i:4:p:414-423

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