Erratum to: Asset price bubbles from heterogeneous beliefs about mean reversion rates
type: Item
instance of: scholarly article
title: Erratum to: Asset price bubbles from heterogeneous beliefs about mean reversion rates
zbMATH Open document ID: 1309.91065
author: Xi Chen
author: Robert V. Kohn
published in: Finance and Stochastics
publication date: 2013-02-07T00:00:00Z
Mathematics Subject Classification ID: 91B25
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 91B50
zbMATH DE Number: 6135148
MaRDI profile type: Publication
full work available at URL: s00780-012-0191-2
OpenAlex ID: W2033864244
cites work: Asset price bubbles from heterogeneous beliefs about~mean reversion rates
cites work: User’s guide to viscosity solutions of second order partial differential equations
DOI: 10.1007/S00780-012-0191-2
Recommended article: Asset price bubbles from heterogeneous beliefs about~mean reversion rates
Recommended article: Capital asset pricing models revisited: evidence from errors in variables
Recommended article: Correction to: ``Classic rational bubbles and representativeness''
Recommended article: Errata: Instantaneous Portfolio theory
Recommended article: Semilattices, canonical embeddings and representing measures
Recommended article: Erratum to: ``Positive alphas and a generalized multiple-factor asset pricing model''
Recommended article: Heterogeneous beliefs, asset prices, and volatility in a pure exchange economy
description: scientific article; zbMATH DE number 6135148