Dupire's equation for bubbles (Q4649504)
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scientific article; zbMATH DE number 6109791
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dupire's equation for bubbles |
scientific article; zbMATH DE number 6109791 |
Statements
DUPIRE'S EQUATION FOR BUBBLES (English)
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22 November 2012
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Dupire's equation
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strict local martingales
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financial bubbles
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0.8340175151824951
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0.8130338788032532
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0.8040295243263245
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0.8038467764854431
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0.8011348247528076
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