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

From MaRDI portal
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
    0 references
    0 references
    0 references
    27 November 1994
    0 references
    0 references
    incomplete financial markets
    0 references
    American put options
    0 references