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Asset price bubbles, wealth preserving, dominating, and replicating trading strategies - MaRDI portal

Asset price bubbles, wealth preserving, dominating, and replicating trading strategies (Q6105376)

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scientific article; zbMATH DE number 7702087
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Asset price bubbles, wealth preserving, dominating, and replicating trading strategies
scientific article; zbMATH DE number 7702087

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    Asset price bubbles, wealth preserving, dominating, and replicating trading strategies (English)
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    26 June 2023
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    asset price bubbles
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    strict local martingales
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    dominating trading strategies
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    asset pricing
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    continuous-time model
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