Relative asset price bubbles (Q315462)

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Relative asset price bubbles
scientific article

    Statements

    title
    Relative asset price bubbles (English)
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    author
    Robert A. Jarrow
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    Philip E. Protter
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    publication date
    21 September 2016
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    zbMATH Keywords
    bubble
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    no free lunch with vanishing risk
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    arbitrage
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    risk neutral measure
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    Girsanov's theorem
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    bond bubbles
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    change of numéraire
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    cites work
    Q4892362
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    Q4225849
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    Identifiers

    zbMATH DE Number
    6628828
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    OpenAlex ID
    W2278958537
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