Forward and futures prices with bubbles (Q3655550)
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scientific article; zbMATH DE number 5654736
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Forward and futures prices with bubbles |
scientific article; zbMATH DE number 5654736 |
Statements
FORWARD AND FUTURES PRICES WITH BUBBLES (English)
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8 January 2010
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forward
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futures
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speculative bubbles
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interest rates
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local martingale
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inverse Bessel process
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0.8132311701774597
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0.805006206035614
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0.775282084941864
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