Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Endogenous stochastic arbitrage bubbles and the Black-Scholes model - MaRDI portal

Endogenous stochastic arbitrage bubbles and the Black-Scholes model (Q2667651)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Endogenous stochastic arbitrage bubbles and the Black-Scholes model
scientific article

    Statements

    title
    Endogenous stochastic arbitrage bubbles and the Black-Scholes model (English)
    0 references
    published in
    Physica A
    0 references
    publication date
    1 March 2022
    0 references
    zbMATH Keywords
    option pricing
    0 references
    Black-Scholes equation
    0 references
    arbitrage bubbles
    0 references
    stochastic equations
    0 references

    Identifiers

    zbMATH DE Number
    7482476
    0 references
    OpenAlex ID
    W3087655973
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2667651&oldid=39388419"
    Powered by MediaWiki