Erratum to: Asset price bubbles from heterogeneous beliefs about mean reversion rates

DOI10.1007/s00780-012-0191-2zbMath1309.91065OpenAlexW2033864244MaRDI QIDQ1936835

Xi Chen, Robert V. Kohn

Publication date: 7 February 2013

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00780-012-0191-2

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) General equilibrium theory (91B50)

Related Items (6)

System of variational inequalities with interconnected obstacles ⋮ Conditions for bubbles to arise under heterogeneous beliefs ⋮ A non-local free boundary problem arising in a theory of financial bubbles ⋮ The second Kummer function with matrix parameters and its asymptotic behaviour ⋮ Numerical treatment to a non-local parabolic free boundary problem arising in financial bubbles ⋮ Iterative scheme for an elliptic non-local free boundary problem

Cites Work

• Asset price bubbles from heterogeneous beliefs about~mean reversion rates
• User’s guide to viscosity solutions of second order partial differential equations

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