Asymptotic asset pricing and bubbles
DOI10.1007/S11579-017-0204-1zbMATH Open1404.91115OpenAlexW2607945590MaRDI QIDQ1744206FDOQ1744206
Authors: Alexandre Roch 
Publication date: 16 April 2018
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11579-017-0204-1
Recommendations
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10) Martingales with continuous parameter (60G44)
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Cited In (13)
- Financial asset price bubbles under model uncertainty
- Asset bubbles and efficiency in a generalized two-sector model
- Ascendant altruism and asset price bubbles
- Title not available (Why is that?)
- Finite bubbles with short sale constraints and asymmetric information
- A mathematical theory of financial bubbles
- Rational equilibrium asset-pricing bubbles in continuous trading models
- Large Financial Markets, Discounting, and No Asymptotic Arbitrage
- Robust asset prices with bubbles
- A rational asset pricing model for premiums and discounts on closed‐end funds: The bubble theory
- Liquidity induced asset bubbles via flows of ELMMs
- Bubbles in discrete-time models
- Asset price bubbles in markets with transaction costs
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