Non replication of options

Kountzakis, C; Polyrakis, I; Xanthos, F

dc.contributor.author	Kountzakis, C	en
dc.contributor.author	Polyrakis, I	en
dc.contributor.author	Xanthos, F	en
dc.date.accessioned	2014-03-01T01:56:54Z
dc.date.available	2014-03-01T01:56:54Z
dc.date.issued	2008	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/28273
dc.relation.uri	http://www.aueb.gr/conferences/Crete2008/papers_senior/Polyrakis.pdf	en
dc.subject	Financial Market	en
dc.title	Non replication of options	en
heal.type	journalArticle	en
heal.publicationDate	2008	en
heal.abstract	In this paper we study the scarcity of replication of options in the two period model of financial markets with a finite set of states. Especially we study this prob- lem in financial markets without binary vectors and in strongly resolving markets. We start our study by proving that a financial market does not have binary vectors if and only	en