Pages that link to "Item:Q1566903"

The following pages link to Rational equilibrium asset-pricing bubbles in continuous trading models (Q1566903):

Displaying 50 items.

• Relative asset price bubbles (Q315462) (← links)
• Introduction to economic theory of bubbles (Q406275) (← links)
• Rational asset pricing bubbles and debt constraints (Q406279) (← links)
• Shifting martingale measures and the birth of a bubble as a submartingale (Q468413) (← links)
• Simple examples of pure-jump strict local martingales (Q491181) (← links)
• The lifetime of a financial bubble (Q506379) (← links)
• Foreign currency bubbles (Q539147) (← links)
• Asset pricing in an imperfect world (Q683829) (← links)
• Market viability via absence of arbitrage of the first kind (Q693030) (← links)
• Rational asset pricing bubbles and portfolio constraints (Q694734) (← links)
• Semilattices, canonical embeddings and representing measures (Q777918) (← links)
• Asset market equilibrium: A simulation (Q834302) (← links)
• Portfolio constraints, differences in beliefs and bubbles (Q898701) (← links)
• Charges as equilibrium prices and asset bubbles (Q911437) (← links)
• Analysis of continuous strict local martingales via \(h\)-transforms (Q983170) (← links)
• On optimal arbitrage (Q990375) (← links)
• Finite bubbles with short sale constraints and asymmetric information (Q1317323) (← links)
• Strict local martingales: examples (Q1687193) (← links)
• Asymptotic asset pricing and bubbles (Q1744206) (← links)
• The simplest rational greater-fool bubble model (Q1753680) (← links)
• Financial bubbles existence in the Cantor-Lippman model for continuous time (Q1992092) (← links)
• Asset price bubbles in markets with transaction costs (Q2085833) (← links)
• The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I: Foundations (Q2111245) (← links)
• Asset price bubbles: invariance theorems (Q2170295) (← links)
• A note on options and bubbles under the CEV model: implications for pricing and hedging (Q2211013) (← links)
• Stationary bubble equilibria in rational expectation models (Q2227066) (← links)
• Financial asset price bubbles under model uncertainty (Q2296108) (← links)
• Crashing of efficient stochastic bubbles (Q2338666) (← links)
• Fragility of arbitrage and bubbles in local martingale diffusion models (Q2339115) (← links)
• Asset bubbles and efficiency in a generalized two-sector model (Q2409716) (← links)
• Yan theorem in \(L^{\infty}\) with applications to asset pricing (Q2480082) (← links)
• Bubbles in discrete-time models (Q2675818) (← links)
• A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
• Arbitrage Theory with State-Price Deflators (Q2854347) (← links)
• A liquidity-based model for asset price bubbles (Q2873554) (← links)
• The Formation of Financial Bubbles in Defaultable Markets (Q2941472) (← links)
• No Arbitrage and the Growth Optimal Portfolio (Q3423706) (← links)
• ASSET PRICE BUBBLES IN INCOMPLETE MARKETS (Q3553253) (← links)
• Rational Asset Pricing Bubbles (Q4339080) (← links)
• Liquidity Induced Asset Bubbles via Flows of ELMMs (Q4579843) (← links)
• Implied Volatility in Strict Local Martingale Models (Q4635246) (← links)
• HEDGING UNDER ARBITRAGE (Q4917300) (← links)
• A Nonuniformly Integrable Martingale Bubble with a Crash (Q4971975) (← links)
• A rational asset pricing model for premiums and discounts on closed‐end funds: The bubble theory (Q5204855) (← links)
• Financial Asset Bubbles in Banking Networks (Q5227411) (← links)
• History of the Finite Element Method – Mathematics Meets Mechanics – Part II: Mathematical Foundation of Primal FEM for Elastic Deformations, Error Analysis and Adaptivity (Q5261828) (← 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)
• APPROXIMATING THE GROWTH OPTIMAL PORTFOLIO AND STOCK PRICE BUBBLES (Q5854315) (← links)
• On fragility of bubbles in equilibrium asset pricing models of Lucas-type (Q5956280) (← links)