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A note on spanning with options
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由 V Galvani 著作2007被引用 2 次 — This note investigates the spanning power of ordinary options in spaces of contingent claims defined over uncountable many states of nature.
A note on spanning with options
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由 V Galvani 著作2007被引用 2 次 — This note investigates the spanning power of ordinary options in spaces of contingent claims defined over uncountable many states of nature.
A note on spanning with options | Request PDF
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2024年10月22日 — This note investigates the spanning power of ordinary options in spaces of contingent claims defined over uncountable many states of nature.
A note on spanning with options
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由 V Galvani 著作2007被引用 2 次 — Galvani, Valentina, 2007. "A note on spanning with options," Mathematical Social Sciences, Elsevier, vol. 54(1), pages 106-114, July.
Spanning and Completeness with Options
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由 DC Nachman 著作1988被引用 131 次 — Nevertheless, this single additional layer of derivative securities is sufficient to preserve the spanning result (i.e., to complete the securities markets).
Spanning with Index Options | Journal of Financial and ...
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由 JC Duan 著作1992被引用 11 次 — A note on spanning with options. Mathematical Social Sciences, Vol. 54, Issue. 1, p. 106. CrossRef · Google Scholar. Galvani, Valentina 2007. Underlying assets ...
Spanning with Index Options
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由 JC Duan 著作1992被引用 11 次 — "A note on spanning with options," Mathematical Social Sciences, Elsevier, vol. 54(1), pages 106-114, July. Galvani, Valentina, 2007. "Underlying assets for ...
SPAN Margin: Definition, How It Works, Advantages
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SPAN is the minimum margin requirement needed to transact a futures or options trade in the market. The margin requirement is a standardized calculation of ...
Spanning and Completeness with Options
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1988年7月1日 — The role of ordinary options infacilitating the completion of securities markets is examined in the context of a model of contingent claims ...
Spanning, Valuation and Options
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由 DJ Brown 著作1991被引用 74 次 — These are linear functionals on the linear space of portfolios such that positive vectors are mapped into positive numbers. Perhaps the major contribution of ...