Relative asset price bubbles (Q315462): Difference between revisions

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+Shifting martingale measures and the birth of a bubble as a submartingale
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+Dynamics of Bankrupt Stocks
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+On the hedging of options on exploding exchange rates
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+Local martingales, bubbles and option prices
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+The mathematics of arbitrage
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+ARBITRAGE AND FREE LUNCH WITH BOUNDED RISK FOR UNBOUNDED CONTINUOUS PROCESSES
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+Q4892362
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+Arbitrage possibilities in Bessel processes and their relations to local martingales
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+A Simple Counterexample to Several Problems in the Theory of Asset Pricing
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+No arbitrage condition for positive diffusion price processes
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+WEAK AND STRONG NO-ARBITRAGE CONDITIONS FOR CONTINUOUS FINANCIAL MARKETS
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+Changes of numéraire, changes of probability measure and option pricing
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+The Economic Plausibility of Strict Local Martingales in Financial Modelling
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+Risk-neutral compatibility with option prices
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+ABSOLUTELY CONTINUOUS COMPENSATORS
@@ Property / cites work: ABSOLUTELY CONTINUOUS COMPENSATORS / rank @@
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+ASSET PRICE BUBBLES IN INCOMPLETE MARKETS
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+How to Detect an Asset Bubble
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+THE MEANING OF MARKET EFFICIENCY
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+Strict local martingales and bubbles
@@ Property / cites work: Strict local martingales and bubbles / rank @@
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+Rational equilibrium asset-pricing bubbles in continuous trading models
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+On the martingale property of certain local martingales
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+Analysis of continuous strict local martingales via \(h\)-transforms
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+A Mathematical Theory of Financial Bubbles
@@ Property / cites work: A Mathematical Theory of Financial Bubbles / rank @@
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+HEDGING UNDER ARBITRAGE
@@ Property / cites work: HEDGING UNDER ARBITRAGE / rank @@
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+Q4225849
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