A Nonuniformly Integrable Martingale Bubble with a Crash (Q4971975)
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scientific article; zbMATH DE number 7135132
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Nonuniformly Integrable Martingale Bubble with a Crash |
scientific article; zbMATH DE number 7135132 |
Statements
A Nonuniformly Integrable Martingale Bubble with a Crash (English)
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22 November 2019
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uniformly integrable martingales
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local martingales
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single jump diffusions
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explosive diffusion processes
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financial bubbles
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