A study on asset price bubble dynamics: explosive trend or quadratic variation?

DOI10.1080/14697688.2024.2342897zbMath1542.91407MaRDI QIDQ6587737

Simon Sai Man Kwok, Robert A. Jarrow

Publication date: 14 August 2024

Published in: Quantitative Finance (Search for Journal in Brave)

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

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