Asymptotic asset pricing and bubbles (Q1744206): Difference between revisions

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+https://doi.org/10.1007/s11579-017-0204-1
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+W2607945590
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+Non-Gaussian GARCH option pricing models and their diffusion limits
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+Strict local martingale deflators and valuing American call-type options
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+Shifting martingale measures and the birth of a bubble as a submartingale
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+Local martingales, bubbles and option prices
@@ Property / cites work: Local martingales, bubbles and option prices / rank @@
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+A general version of the fundamental theorem of asset pricing
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+Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
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+On the concept of contiguity
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+STRONG BUBBLES AND STRICT LOCAL MARTINGALES
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+When Does Convergence of Asset Price Processes Imply Convergence of Option Prices?
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+Weak tail conditions for local martingales
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+Q5506186
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+ASSET PRICE BUBBLES IN INCOMPLETE MARKETS
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+Asymptotic arbitrage in large financial markets
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+Strict local martingales and bubbles
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+Weak convergence of financial markets.
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+A Mathematical Theory of Financial Bubbles
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+Complications with stochastic volatility models
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