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

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Non-existence and inefficiency of equilibria with American options
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    title
    Non-existence and inefficiency of equilibria with American options (English)
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    DOI
    10.1007/BF01213699
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    author
    Charles M. Kahn
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    Stefan Krasa
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    publication date
    27 November 1994
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    zbMATH DE Number
    695691
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    zbMATH Keywords
    incomplete financial markets
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    American put options
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