Non-existence and inefficiency of equilibria with American options (Q1339009): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 03:00, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-existence and inefficiency of equilibria with American options |
scientific article |
Statements
Non-existence and inefficiency of equilibria with American options (English)
0 references
27 November 1994
0 references
incomplete financial markets
0 references
American put options
0 references
