The lifetime of a financial bubble
type: Item
instance of: scholarly article
title: The lifetime of a financial bubble
zbMATH Open document ID: 1404.91271
author: Yoshiki Obayashi
author: Shihao Yang
author: Philip Protter
published in: Mathematics and Financial Economics
publication date: 2017-01-31T00:00:00Z
Mathematics Subject Classification ID: 91G99
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62E15
zbMATH DE Number: 6679311
zbMATH Keywords: financial bubbles
zbMATH Keywords: bubble lifetimes
zbMATH Keywords: strict local martingales
zbMATH Keywords: generalized gamma distributions
MaRDI profile type: Publication
full work available at URL: s11579-016-0170-z
OpenAlex ID: W3125847676
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DOI: 10.1007/S11579-016-0170-Z
description: scientific article; zbMATH DE number 6679311