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 |
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| default for all languages | No label defined |
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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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0.8199102282524109
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0.809796929359436
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0.8093989491462708
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0.8018537163734436
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0.7996424436569214
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