An approach to the absence of price bubbles through state-price deflators

DOI10.1007/978-3-031-17820-7_19OpenAlexW4318060102MaRDI QIDQ6193456

Salvador Cruz Rambaud

Publication date: 16 March 2024

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-031-17820-7_19

zbMATH Keywords

bubblemartingaleno-arbitragedividend-price ratiocorporate security

Mathematics Subject Classification ID

Martingales and classical analysis (60G46) Financial markets (91G15)

Cites Work

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• A Stochastic Extension of the Miller‐Modigliani Framework¹
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• On fragility of bubbles in equilibrium asset pricing models of Lucas-type

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