✦ LIBER ✦

Non-existence and inefficiency of equilibria with American options

✍ Scribed by Charles M. Kahn; Stefan Krasa

Publisher: Springer
Year: 1993
Tongue: English
Weight: 417 KB
Volume: 3
Category: Article
ISSN: 0938-2259
DOI: 10.1007/bf01213699

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Existence of pure Nash equilibria in dis

Existence of pure Nash equilibria in discontinuous and non quasiconcave games

✍ Bich Philippe 📂 Article 📅 2009 🏛 Springer-Verlag 🌐 English ⚖ 417 KB

Existence and structure of stochastic eq

Existence and structure of stochastic equilibria with intertemporal substitution

✍ Peter Bank; Frank Riedel 📂 Article 📅 2001 🏛 Springer-Verlag 🌐 English ⚖ 157 KB

A non-lattice pricing model of American

A non-lattice pricing model of American options under stochastic volatility

✍ Zhe Zhang; Kian-Guan Lim 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 220 KB 👁 1 views

In this article, an analytical approach to American option pricing under stochastic volatility is provided. Under stochastic volatility, the American option value can be computed as the sum of a corresponding European option price and an early exercise premium. By considering the analytical property

Generic inefficiency of equilibria in th

Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time

✍ Felix Kubler; Karl Schmedders 📂 Article 📅 2003 🏛 Springer 🌐 English ⚖ 181 KB

Some results on the existence of Nash eq

Some results on the existence of Nash equilibria for non-zero sum games with incomplete information

✍ S. Sorin 📂 Article 📅 1983 🏛 Springer-Verlag 🌐 English ⚖ 474 KB

Existence of equilibria for generalized

Existence of equilibria for generalized games and generalized social systems with coordination

✍ Won Kyu Kim; George Xian-Zhi Yuan 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 183 KB