The economic plausibility of strict local martingales in financial modelling (Q3000876)
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scientific article; zbMATH DE number 5901434
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| English | The economic plausibility of strict local martingales in financial modelling |
scientific article; zbMATH DE number 5901434 |
Statements
The Economic Plausibility of Strict Local Martingales in Financial Modelling (English)
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31 May 2011
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strict local martingale
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Bessel process
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inverse Bessel process in dimension three
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real world pricing
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bond price bubble
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security price bubble
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0.8504663705825806
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0.8301324248313904
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0.8231369256973267
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0.8182867169380188
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0.81446373462677
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