Liquidity induced asset bubbles via flows of ELMMs (Q4579843)
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scientific article; zbMATH DE number 6915878
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| English | Liquidity induced asset bubbles via flows of ELMMs |
scientific article; zbMATH DE number 6915878 |
Statements
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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0.8335245847702026
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0.7870665788650513
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0.7858969569206238
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0.7853263020515442
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0.778888463973999
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