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 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...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2010-01-01
|
| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/2010/139690 |