Dynamic spanning: Are options an appropriate instrument?

Mathematical Finance

Volumn 6, Issue 1, 1996, Pages 1-16

  Bajeux Besnainou, Isabelle ^b   Rochet, Jean Charles ^a  

^a TOULOUSE SCHOOL OF ECONOMICS   (France)

^b NONE

Author keywords

Dynamic spanning; European options; Path dependent options

Indexed keywords

EID: 0030545288     PISSN: 09601627     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9965.1996.tb00110.x     Document Type: Article

References (14)

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