Pages that link to "Item:Q2814669"
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The following pages link to Strong bubbles and strict local martingales (Q2814669):
Displaying 16 items.
- Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166) (← links)
- A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
- Asymptotic asset pricing and bubbles (Q1744206) (← links)
- Asset price bubbles in markets with transaction costs (Q2085833) (← links)
- Strict local martingales and the Khasminskii test for explosions (Q2145795) (← links)
- Asset price bubbles: invariance theorems (Q2170295) (← links)
- Making no-arbitrage discounting-invariant: a new FTAP version beyond NFLVR and NUPBR (Q2170298) (← links)
- Complete and competitive financial markets in a complex world (Q2238771) (← links)
- Financial asset price bubbles under model uncertainty (Q2296108) (← links)
- Fragility of arbitrage and bubbles in local martingale diffusion models (Q2339115) (← links)
- Local martingales, bubbles and option prices (Q2488491) (← links)
- Bubbles in discrete-time models (Q2675818) (← links)
- A Nonuniformly Integrable Martingale Bubble with a Crash (Q4971975) (← links)
- Strict local martingales and optimal investment in a Black–Scholes model with a bubble (Q5743124) (← links)
- INEFFICIENT BUBBLES AND EFFICIENT DRAWDOWNS IN FINANCIAL MARKETS (Q5854314) (← links)
- Detecting asset price bubbles using deep learning (Q6667576) (← links)