The Completion of Real-Asset Markets by Options
Author
Source
International Journal of Mathematics and Mathematical Sciences
Issue
Vol. 2010, Issue 2010 (31 Dec. 2010), pp.1-20, 20 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2011-02-22
Country of Publication
Egypt
No. of Pages
20
Main Subjects
Abstract EN
We combine the theory of finite-dimensional lattice subspaces and the theory of regular values for maps between smooth manifolds 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 options is the riskless asset, then the completion of a real asset market is generically equal to RS.
American Psychological Association (APA)
Kountzakis, Christos E.. 2011. The Completion of Real-Asset Markets by Options. International Journal of Mathematics and Mathematical Sciences،Vol. 2010, no. 2010, pp.1-20.
https://search.emarefa.net/detail/BIM-448888
Modern Language Association (MLA)
Kountzakis, Christos E.. The Completion of Real-Asset Markets by Options. International Journal of Mathematics and Mathematical Sciences No. 2010 (2010), pp.1-20.
https://search.emarefa.net/detail/BIM-448888
American Medical Association (AMA)
Kountzakis, Christos E.. The Completion of Real-Asset Markets by Options. International Journal of Mathematics and Mathematical Sciences. 2011. Vol. 2010, no. 2010, pp.1-20.
https://search.emarefa.net/detail/BIM-448888
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-448888