BLOISE, Gaetano; CALCIANO, Filippo L. - Center for Operations Research and Econometrics (CORE), … - 2007
under possibly sequentially incomplete markets. With respect to the established body of results in the literature, we remove … establishing a criterion for inefficiency. In addition, for sequentially incomplete markets, we adopt a suitable notion of … incomplete markets. With respect to the
established body of results in the literature, we remove the hypothesis of two …