Relative asset price bubbles
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Publication:315462
DOI10.1007/s10436-016-0274-8zbMath1398.91565OpenAlexW2278958537MaRDI QIDQ315462
Robert A. Jarrow, Roseline Bilina Falafala, Philip E. Protter
Publication date: 21 September 2016
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10436-016-0274-8
bubblearbitrageGirsanov's theoremrisk neutral measurebond bubbleschange of numéraireno free lunch with vanishing risk
Martingales with continuous parameter (60G44) Derivative securities (option pricing, hedging, etc.) (91G20)
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Cites Work
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