INEFFICIENT BUBBLES AND EFFICIENT DRAWDOWNS IN FINANCIAL MARKETS (Q5854314)

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scientific article; zbMATH DE number 7323550
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INEFFICIENT BUBBLES AND EFFICIENT DRAWDOWNS IN FINANCIAL MARKETS
scientific article; zbMATH DE number 7323550

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    INEFFICIENT BUBBLES AND EFFICIENT DRAWDOWNS IN FINANCIAL MARKETS (English)
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    16 March 2021
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    financial bubbles
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    financial crashes
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    explosive processes
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    bubble decomposition
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    strict local martingale approach
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    infinite horizon bubbles
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