Super-exponential growth expectations and the global financial crisis

DOI10.1016/j.jedc.2015.03.005zbMath1401.91497OpenAlexW3125536283MaRDI QIDQ1657545

Didier Sornette, Heinrich H. Nax, Matthias Leiss

Publication date: 13 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/65434/

zbMATH Keywords

optionsexpectationsrisk-neutral densitiesfinancial crisisreturns

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Statistical methods; economic indices and measures (91B82)

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