Pages that link to "Item:Q5743124"

The following pages link to Strict local martingales and optimal investment in a Black–Scholes model with a bubble (Q5743124):

Displayed 3 items.

• A Nonuniformly Integrable Martingale Bubble with a Crash (Q4971975) ‎ (← links)
• INEFFICIENT BUBBLES AND EFFICIENT DRAWDOWNS IN FINANCIAL MARKETS (Q5854314) ‎ (← links)
• Asset price bubbles, wealth preserving, dominating, and replicating trading strategies (Q6105376) ‎ (← links)