A Mathematical Theory of Financial Bubbles (Q2847835): Difference between revisions
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Revision as of 18:06, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Mathematical Theory of Financial Bubbles |
scientific article |
Statements
A Mathematical Theory of Financial Bubbles (English)
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11 September 2013
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fundamental value
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market price
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bubbles
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local martingale
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non-arbitrage
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complete market
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incomplete market
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stochastic volatility
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price operator
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reproducing kernel Hilbert space
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smooth kernel estimator
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