Pages that link to "Item:Q468413"
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The following pages link to Shifting martingale measures and the birth of a bubble as a submartingale (Q468413):
Displaying 15 items.
- Relative asset price bubbles (Q315462) (← links)
- Probabilistic aspects of finance (Q373529) (← links)
- The lifetime of a financial bubble (Q506379) (← links)
- A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
- Asymptotic asset pricing and bubbles (Q1744206) (← links)
- The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (Q2038277) (← links)
- Asset price bubbles in markets with transaction costs (Q2085833) (← links)
- Strict local martingales and the Khasminskii test for explosions (Q2145795) (← links)
- Financial asset price bubbles under model uncertainty (Q2296108) (← links)
- Bubbles in discrete-time models (Q2675818) (← links)
- Optional projection under equivalent local martingale measures (Q2697499) (← links)
- A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
- The Formation of Financial Bubbles in Defaultable Markets (Q2941472) (← links)
- Options Prices in Incomplete Markets (Q4606385) (← links)
- Liquidity Based Modeling of Asset Price Bubbles via Random Matching (Q6184829) (← links)
