Pages that link to "Item:Q2847835"
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The following pages link to A Mathematical Theory of Financial Bubbles (Q2847835):
Displaying 50 items.
- Introduction to economic theory of bubbles. II (Q306752) (← links)
- Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166) (← links)
- Relative asset price bubbles (Q315462) (← links)
- Shifting martingale measures and the birth of a bubble as a submartingale (Q468413) (← links)
- On the hedging of options on exploding exchange rates (Q471173) (← links)
- The lifetime of a financial bubble (Q506379) (← links)
- Foreign currency bubbles (Q539147) (← links)
- A note on the theory of fast money flow dynamics (Q614566) (← links)
- On the regularity of American options with regime-switching uncertainty (Q681986) (← links)
- The mathematics of Ponzi schemes (Q732922) (← links)
- Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics (Q777638) (← links)
- Single jump processes and strict local martingales (Q901294) (← links)
- Rational bubbles. Theoretical basis, economic relevance, and empirical evidence with a special emphasis on the German stock market (Q1358793) (← links)
- Strict local martingales: examples (Q1687193) (← links)
- Magnitude and speed of consecutive market crashes in a diffusion model (Q1703022) (← links)
- Sticky processes, local and true martingales (Q1708983) (← links)
- A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
- Asymptotic asset pricing and bubbles (Q1744206) (← links)
- Bubble measures in experimental asset markets (Q1959128) (← links)
- Financial bubbles existence in the Cantor-Lippman model for continuous time (Q1992092) (← links)
- Default functions and Liouville type theorems based on symmetric diffusions (Q2039820) (← 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)
- Detecting bubbles in bitcoin price dynamics via \textit{market exuberance} (Q2241076) (← links)
- Strict local martingales with jumps (Q2258828) (← links)
- Financial asset price bubbles under model uncertainty (Q2296108) (← links)
- Bubbles in assets with finite life (Q2312401) (← links)
- Fragility of arbitrage and bubbles in local martingale diffusion models (Q2339115) (← links)
- Weak tail conditions for local martingales (Q2421830) (← links)
- On the martingale property in the rough Bergomi model (Q2422728) (← links)
- Local martingales, bubbles and option prices (Q2488491) (← links)
- Bubbles in discrete-time models (Q2675818) (← links)
- Bubbles and multiple-factor asset pricing models (Q2797877) (← links)
- Strong bubbles and strict local martingales (Q2814669) (← links)
- The Formation of Financial Bubbles in Defaultable Markets (Q2941472) (← links)
- ASSET PRICE BUBBLES IN INCOMPLETE MARKETS (Q3553253) (← links)
- Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options (Q4579824) (← links)
- Martingale property of exponential semimartingales: a note on explicit conditions and applications to asset price and Libor models (Q4610206) (← links)
- Implied Volatility in Strict Local Martingale Models (Q4635246) (← links)
- A Nonuniformly Integrable Martingale Bubble with a Crash (Q4971975) (← links)
- APPLYING THE LOCAL MARTINGALE THEORY OF BUBBLES TO CRYPTOCURRENCIES (Q5088800) (← links)
- Uniform convergence of conditional distributions for absorbed one-dimensional diffusions (Q5214998) (← links)
- STRICT LOCAL MARTINGALES VIA FILTRATION ENLARGEMENT (Q5221477) (← links)
- Financial Asset Bubbles in Banking Networks (Q5227411) (← links)
- Closed-Form Expansions of Discretely Monitored Asian Options in Diffusion Models (Q5244869) (← links)
- Liquidity Suppliers and High Frequency Trading (Q5250043) (← links)
- Financial models with defaultable numéraires (Q5743119) (← 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)