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Non-existence and inefficiency of equilibria with American options - MaRDI portal

Non-existence and inefficiency of equilibria with American options (Q1339009)

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scientific article; zbMATH DE number 695691
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English
Non-existence and inefficiency of equilibria with American options
scientific article; zbMATH DE number 695691

    Statements

    Non-existence and inefficiency of equilibria with American options (English)
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    27 November 1994
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    incomplete financial markets
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    American put options
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