A NONLINEAR SUPER-EXPONENTIAL RATIONAL MODEL OF SPECULATIVE FINANCIAL BUBBLES

DOI10.1142/S0129183102003085zbMath1115.91341arXivcond-mat/0104341MaRDI QIDQ3368589

Didier Sornette, J. V. Andersen

Publication date: 31 January 2006

Published in: International Journal of Modern Physics C (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0104341

zbMATH Keywords

nonlinearity; jump processes; rational bubbles; crashes

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

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