The Completion of Real-Asset Markets by Options
نویسندگان
چکیده
منابع مشابه
The Completion of Real-Asset Markets by Options
We combine the theory of finite-dimensional lattice subspaces and the theory of regular values for maps between smoothmanifolds in order to study the completion of real asset markets by options. The strike asset of the options is supposed to be a nominal asset. The main result of the paper is like in the case of the completion of a nominal asset market by options that if the strike asset of the...
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ژورنال
عنوان ژورنال: International Journal of Mathematics and Mathematical Sciences
سال: 2010
ISSN: 0161-1712,1687-0425
DOI: 10.1155/2010/139690