Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
scientific article; zbMATH DE number 5499196 - MaRDI portal

scientific article; zbMATH DE number 5499196

From MaRDI portal
Publication:5506186

zbMath1154.91452MaRDI QIDQ5506186

Kazuhiro Shimbo, Philip E. Protter, Robert A. Jarrow

Publication date: 28 January 2009


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.


Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (36)

Uniqueness in Cauchy problems for diffusive real-valued strict local martingalesBubbles, convexity and the Black-Scholes equationRobust pricing and hedging under trading restrictions and the emergence of local martingale modelsInformational Efficiency under Short Sale ConstraintsAsset price bubbles: invariance theoremsProbabilistic aspects of financeThe Formation of Financial Bubbles in Defaultable MarketsLiquidity Induced Asset Bubbles via Flows of ELMMsBubbles in discrete-time modelsWeak tail conditions for local martingalesAsset price bubbles, wealth preserving, dominating, and replicating trading strategiesLiquidity Based Modeling of Asset Price Bubbles via Random MatchingAn approach to the absence of price bubbles through state-price deflatorsComparison results for stochastic volatility models via couplingDiversity and arbitrage in a regulatory breakup modelOutperforming the market portfolio with a given probabilityShifting martingale measures and the birth of a bubble as a submartingaleNegative call pricesWorst-case optimal investment with a random number of crashesOn the martingale property of certain local martingalesComplete and competitive financial markets in a complex worldAsymptotic asset pricing and bubblesStrict local martingale deflators and valuing American call-type optionsStrict local martingales and optimal investment in a Black–Scholes model with a bubbleThe Black-Scholes equation in stochastic volatility modelsWORST-CASE PORTFOLIO OPTIMIZATION IN A MARKET WITH BUBBLESFinancial asset price bubbles under model uncertaintySTRONG BUBBLES AND STRICT LOCAL MARTINGALESA Nonuniformly Integrable Martingale Bubble with a CrashFinancial Asset Bubbles in Banking NetworksDiffusion-Based Models for Financial Markets Without Martingale MeasuresMarket Models with Optimal ArbitrageValuation and Parities for Exchange OptionsINEFFICIENT BUBBLES AND EFFICIENT DRAWDOWNS IN FINANCIAL MARKETSFragility of arbitrage and bubbles in local martingale diffusion modelsStrict local martingales and bubbles




This page was built for publication: