Dupire's equation for bubbles (Q4649504)

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scientific article; zbMATH DE number 6109791
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    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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