The lifetime of a financial bubble
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Publication:506379
DOI10.1007/s11579-016-0170-zzbMath1404.91271OpenAlexW3125847676MaRDI QIDQ506379
Yoshiki Obayashi, Shihao Yang, Philip E. Protter
Publication date: 31 January 2017
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11579-016-0170-z
Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15) Martingales with continuous parameter (60G44) Actuarial science and mathematical finance (91G99)
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