Pages that link to "Item:Q3553253"

The following pages link to ASSET PRICE BUBBLES IN INCOMPLETE MARKETS (Q3553253):

Displaying 50 items.

• Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166) (← links)
• Relative asset price bubbles (Q315462) (← links)
• A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
• Probabilistic aspects of finance (Q373529) (← links)
• Outperforming the market portfolio with a given probability (Q453241) (← links)
• Shifting martingale measures and the birth of a bubble as a submartingale (Q468413) (← links)
• Negative call prices (Q470687) (← links)
• The lifetime of a financial bubble (Q506379) (← links)
• Foreign currency bubbles (Q539147) (← links)
• No arbitrage conditions for simple trading strategies (Q666439) (← links)
• On the regularity of American options with regime-switching uncertainty (Q681986) (← links)
• Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics (Q777638) (← links)
• The existence of dominating local martingale measures (Q889615) (← links)
• Asset price bubbles from poorly aggregated information: a parametric example (Q899792) (← links)
• Convenience yields (Q965894) (← links)
• Analysis of continuous strict local martingales via \(h\)-transforms (Q983170) (← links)
• A simple discrete-time approximation of continuous-time bubbles (Q1129184) (← links)
• Robust asset prices with bubbles (Q1351247) (← links)
• Intrinsic bubbles and asset price volatility (Q1367710) (← links)
• Strict local martingales: examples (Q1687193) (← links)
• A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
• Asymptotic asset pricing and bubbles (Q1744206) (← links)
• Strict local martingale deflators and valuing American call-type options (Q1761442) (← links)
• Bubble measures in experimental asset markets (Q1959128) (← links)
• Asset price bubbles in Arrow-Debreu and sequential equilibrium (Q1974594) (← links)
• Asset price bubbles in markets with transaction costs (Q2085833) (← links)
• Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis (Q2136947) (← links)
• Fundamental bubbles in equity markets (Q2156535) (← links)
• Asset trading under non-classical ambiguity and heterogeneous beliefs (Q2157189) (← 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)
• Fragility of arbitrage and bubbles in local martingale diffusion models (Q2339115) (← links)
• Strict local martingales and bubbles (Q2354886) (← links)
• Weak tail conditions for local martingales (Q2421830) (← links)
• Risk-neutral compatibility with option prices (Q2430260) (← links)
• Worst-case optimal investment with a random number of crashes (Q2453936) (← links)
• Local martingales, bubbles and option prices (Q2488491) (← links)
• Filtration shrinkage, strict local martingales and the Föllmer measure (Q2511563) (← links)
• The comparative statics on asset prices based on bull and bear market measure (Q2569023) (← links)
• Bubbles in discrete-time models (Q2675818) (← links)
• Bubbles and multiple-factor asset pricing models (Q2797877) (← links)
• On valuing stochastic perpetuities using new long horizon stock price models distinguishing booms, busts, and balanced markets (Q2799997) (← links)
• Worst-case portfolio optimization in a market with bubbles (Q2800049) (← links)
• Strong bubbles and strict local martingales (Q2814669) (← links)
• Diffusion-Based Models for Financial Markets Without Martingale Measures (Q2841948) (← 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)