ASSET PRICE BUBBLES IN INCOMPLETE MARKETS (Q3553253): Difference between revisions

@@ Property / author @@
+Robert A. Jarrow
@@ Property / author: Robert A. Jarrow / rank @@
+Normal rank
@@ Property / author @@
+Philip E. Protter
@@ Property / author: Philip E. Protter / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9965.2010.00394.x
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+W3121256017
@@ Property / OpenAlex ID: W3121256017 / rank @@
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@@ Property / cites work @@
+Bubbles and Crashes
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+Hedging of contingent claims and maximum price
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+Local martingales, arbitrage, and viability. Free snacks and cheap thrills
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+A partial introduction to financial asset pricing theory.
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+TERM STRUCTURES OF IMPLIED VOLATILITIES: ABSENCE OF ARBITRAGE AND EXISTENCE RESULTS
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+On the Possibility of Price Decreasing Bubbles
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