Price dynamics with circuit breakers

DOI10.1080/14697688.2024.2429421MaRDI QIDQ7014860zbMATH OpenFDO

Authors Sandro Claudio Lera, D. Sornette

Publication date 10 March 2025

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/14697688.2024.2429421

Mathematics Subject Classification ID

Financial markets (91G15)

Cites work

• scientific article; zbMATH DE number 1250597 (Why is no real title available?)
• scientific article; zbMATH DE number 1409619 (Why is no real title available?)
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• A simple mechanism for financial bubbles: time-varying momentum horizon
• Dynamic utility-based good deal bounds
• First passage time statistics of Brownian motion with purely time dependent drift and diffusion
• Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets *
• Inefficient bubbles and efficient drawdowns in financial markets
• The meaning of market efficiency
• Towards a General Theory of Good-Deal Bounds*

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