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Latest revision as of 01:13, 21 July 2024

scientific article; zbMATH DE number 7135132
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English
A Nonuniformly Integrable Martingale Bubble with a Crash
scientific article; zbMATH DE number 7135132

    Statements

    A Nonuniformly Integrable Martingale Bubble with a Crash (English)
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    22 November 2019
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    uniformly integrable martingales
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    local martingales
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    single jump diffusions
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    explosive diffusion processes
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    financial bubbles
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