Liquidity Induced Asset Bubbles via Flows of ELMMs (Q4579843)

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scientific article; zbMATH DE number 6915878
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Liquidity Induced Asset Bubbles via Flows of ELMMs
scientific article; zbMATH DE number 6915878

    Statements

    title
    Liquidity Induced Asset Bubbles via Flows of ELMMs (English)
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    author
    Francesca Biagini
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    Andrea Mazzon
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    Thilo Meyer-Brandis
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    publication date
    10 August 2018
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    zbMATH Keywords
    bubbles
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    equivalent martingale measures
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    financial networks
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    liquidity-based model
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    cites work
    Bubbles and Crashes
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    Q3286850
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    Q5506186
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    Q5395267
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    Q4226355
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    Identifiers

    DOI
    10.1137/16M1107097
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    Mathematics Subject Classification ID
    91G20
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    91G80
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    60H30
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    60G44
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    60H10
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    zbMATH DE Number
    6915878
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    arXiv ID
    1611.01440
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