Strict local martingales and optimal investment in a Black–Scholes model with a bubble (Q5743124)
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scientific article; zbMATH DE number 7052628
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strict local martingales and optimal investment in a Black–Scholes model with a bubble |
scientific article; zbMATH DE number 7052628 |
Statements
Strict local martingales and optimal investment in a Black–Scholes model with a bubble (English)
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8 May 2019
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bubbles
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JLS model
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optimal investment
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power utility
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strict local martingales
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utility maximization
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