Non-existence and inefficiency of equilibria with American options (Q1339009): Difference between revisions
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| Property / cites work: Equilibrium in incomplete markets. I: A basic model of generic existence / rank | |||
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| Property / cites work: On the optimality of equilibrium when the market structure is incomplete / rank | |||
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| Property / cites work: Equilibria with options: Existence and indeterminacy / rank | |||
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| Property / cites work: Options and equilibrium / rank | |||
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| Property / cites work: Options and Efficiency / rank | |||
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Latest revision as of 10:32, 23 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-existence and inefficiency of equilibria with American options |
scientific article |
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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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