A mathematical theory of financial bubbles (Q2847835)
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scientific article; zbMATH DE number 6207635
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A mathematical theory of financial bubbles |
scientific article; zbMATH DE number 6207635 |
Statements
A Mathematical Theory of Financial Bubbles (English)
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11 September 2013
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fundamental value
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market price
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bubbles
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local martingale
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non-arbitrage
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complete market
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incomplete market
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stochastic volatility
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price operator
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reproducing kernel Hilbert space
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smooth kernel estimator
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0.8669916987419128
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0.8621073961257935
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0.8411803245544434
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0.8112512230873108
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0.8048107624053955
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