Non-existence and inefficiency of equilibria with American options (Q1339009)
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scientific article; zbMATH DE number 695691
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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