The Economic Plausibility of Strict Local Martingales in Financial Modelling (Q3000876): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2098456806 / rank | |||
Normal rank | |||
Latest revision as of 15:30, 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)
0 references
31 May 2011
0 references
strict local martingale
0 references
Bessel process
0 references
inverse Bessel process in dimension three
0 references
real world pricing
0 references
bond price bubble
0 references
security price bubble
0 references
