Arbitrage, martingales and bubbles

DOI10.1016/S0165-1765(98)00114-1zbMath0915.90017OpenAlexW1970644475MaRDI QIDQ1274730

Stephen F. LeRoy, Christian Gilles

Publication date: 12 January 1999

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(98)00114-1

zbMATH Keywords

martingalebubblesrisk-neutral probabilityarbitrate

Mathematics Subject Classification ID

Cites Work

• The Pricing of Options and Corporate Liabilities
• Charges as equilibrium prices and asset bubbles
• Arbitrage and equilibrium in economies with infinitely many commodities
• On the fundamental theorem of asset pricing with an infinite state space
• Bubbles and Charges
• Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
• Arbitrage, Bubbles, and Valuation

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