Model-independent no-arbitrage conditions on American put options
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References listed on IDEAS
- Breeden, Douglas T & Litzenberger, Robert H, 1978. "Prices of State-contingent Claims Implicit in Option Prices," The Journal of Business, University of Chicago Press, vol. 51(4), pages 621-651, October.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-01-26 (All new papers)
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