Pages that link to "Item:Q2847835"

The following pages link to A Mathematical Theory of Financial Bubbles (Q2847835):

Displaying 45 items.

• Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166) (← links)
• Relative asset price bubbles (Q315462) (← links)
• Shifting martingale measures and the birth of a bubble as a submartingale (Q468413) (← links)
• On the hedging of options on exploding exchange rates (Q471173) (← links)
• The lifetime of a financial bubble (Q506379) (← links)
• On the regularity of American options with regime-switching uncertainty (Q681986) (← links)
• Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics (Q777638) (← links)
• Single jump processes and strict local martingales (Q901294) (← links)
• Strict local martingales: examples (Q1687193) (← links)
• Magnitude and speed of consecutive market crashes in a diffusion model (Q1703022) (← links)
• Sticky processes, local and true martingales (Q1708983) (← links)
• A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
• Asymptotic asset pricing and bubbles (Q1744206) (← links)
• Default functions and Liouville type theorems based on symmetric diffusions (Q2039820) (← links)
• Asset price bubbles in markets with transaction costs (Q2085833) (← links)
• The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I: Foundations (Q2111245) (← links)
• Asset price bubbles: invariance theorems (Q2170295) (← links)
• Detecting bubbles in bitcoin price dynamics via \textit{market exuberance} (Q2241076) (← links)
• Strict local martingales with jumps (Q2258828) (← links)
• Financial asset price bubbles under model uncertainty (Q2296108) (← links)
• Bubbles in assets with finite life (Q2312401) (← links)
• Fragility of arbitrage and bubbles in local martingale diffusion models (Q2339115) (← links)
• Weak tail conditions for local martingales (Q2421830) (← links)
• On the martingale property in the rough Bergomi model (Q2422728) (← links)
• Bubbles in discrete-time models (Q2675818) (← links)
• BUBBLES AND MULTIPLE-FACTOR ASSET PRICING MODELS (Q2797877) (← links)
• STRONG BUBBLES AND STRICT LOCAL MARTINGALES (Q2814669) (← links)
• The Formation of Financial Bubbles in Defaultable Markets (Q2941472) (← links)
• Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options (Q4579824) (← links)
• Martingale property of exponential semimartingales: a note on explicit conditions and applications to asset price and Libor models (Q4610206) (← links)
• Implied Volatility in Strict Local Martingale Models (Q4635246) (← links)
• A Nonuniformly Integrable Martingale Bubble with a Crash (Q4971975) (← links)
• APPLYING THE LOCAL MARTINGALE THEORY OF BUBBLES TO CRYPTOCURRENCIES (Q5088800) (← links)
• Uniform convergence of conditional distributions for absorbed one-dimensional diffusions (Q5214998) (← links)
• STRICT LOCAL MARTINGALES VIA FILTRATION ENLARGEMENT (Q5221477) (← links)
• Financial Asset Bubbles in Banking Networks (Q5227411) (← links)
• Closed-Form Expansions of Discretely Monitored Asian Options in Diffusion Models (Q5244869) (← links)
• Liquidity Suppliers and High Frequency Trading (Q5250043) (← links)
• Financial models with defaultable numéraires (Q5743119) (← links)
• Strict local martingales and optimal investment in a Black–Scholes model with a bubble (Q5743124) (← links)
• INEFFICIENT BUBBLES AND EFFICIENT DRAWDOWNS IN FINANCIAL MARKETS (Q5854314) (← links)
• Exploiting arbitrage requires short selling (Q6078117) (← links)
• Asset price bubbles, wealth preserving, dominating, and replicating trading strategies (Q6105376) (← links)
• Why topological data analysis detects financial bubbles? (Q6144157) (← links)
• No-arbitrage in a numéraire-independent modeling framework (Q6497106) (← links)