The Economic Plausibility of Strict Local Martingales in Financial Modelling (Q3000876): Difference between revisions
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Latest revision as of 14:30, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Economic Plausibility of Strict Local Martingales in Financial Modelling |
scientific article |
Statements
The Economic Plausibility of Strict Local Martingales in Financial Modelling (English)
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31 May 2011
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strict local martingale
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Bessel process
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inverse Bessel process in dimension three
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real world pricing
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bond price bubble
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security price bubble
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