Maximal submarkets that replicate any option
| Year of publication: |
2011
|
|---|---|
| Authors: | Polyrakis, Ioannis ; Xanthos, Foivos |
| Published in: |
Annals of Finance. - Springer. - Vol. 7.2011, 3, p. 407-423
|
| Publisher: |
Springer |
| Subject: | Security markets | Replication of options | Completion by options | Positive bases | Sublattices |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009326710