Local martingales, bubbles and option prices-Reference-Cited by-同舟云学术

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Local martingales, bubbles and option prices

Published:2005-10 Issue:4 Volume:9 Page:477-492
ISSN:0949-2984
Container-title:Finance and Stochastics
language:en
Short-container-title:Finance Stochast.

Author:

Cox Alexander M. G.,Hobson David G.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Finance,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s00780-005-0162-y.pdf

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