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DUPIRE'S EQUATION FOR BUBBLES - MaRDI portal

DUPIRE'S EQUATION FOR BUBBLES (Q4649504)

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scientific article; zbMATH DE number 6109791
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DUPIRE'S EQUATION FOR BUBBLES
scientific article; zbMATH DE number 6109791

    Statements

    title
    DUPIRE'S EQUATION FOR BUBBLES (English)
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    author
    Erik Ekström
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    Johan Tysk
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    publication date
    22 November 2012
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    zbMATH Keywords
    Dupire's equation
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    strict local martingales
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    financial bubbles
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    Identifiers

    zbMATH DE Number
    6109791
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