Liquidity Induced Asset Bubbles via Flows of ELMMs (Q4579843)

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scientific article; zbMATH DE number 6915878
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Liquidity Induced Asset Bubbles via Flows of ELMMs
scientific article; zbMATH DE number 6915878

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    Liquidity Induced Asset Bubbles via Flows of ELMMs (English)
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    10 August 2018
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    bubbles
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    equivalent martingale measures
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    financial networks
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    liquidity-based model
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