Mathematical models of bubbles
Author:
Affiliation:
1. Columbia University, USA
Publisher
Informa UK Limited
Subject
Microbiology (medical),Immunology,Immunology and Allergy
Link
https://www.tandfonline.com/doi/pdf/10.1080/21649502.2015.1165863
Reference15 articles.
1. High-Frequency Financial Econometrics
2. Moment explosions in stochastic volatility models
3. Ito's Integrated Formula for Strict Local Martingales with Jumps
4. The fundamental theorem of asset pricing for unbounded stochastic processes
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