Erratum to: Asset price bubbles from heterogeneous beliefs about mean reversion rates

DOI10.1007/S00780-012-0191-2MaRDI QIDQ1936835zbMATH OpenOpenAlexFDO

Authors Xi Chen, Robert V. Kohn

Publication date 7 February 2013

Published in Finance and Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00780-012-0191-2

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) General equilibrium theory (91B50)

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Cites work

• Asset price bubbles from heterogeneous beliefs about~mean reversion rates
• User’s guide to viscosity solutions of second order partial differential equations

Cited in

(7)

• The second Kummer function with matrix parameters and its asymptotic behaviour
• Numerical treatment to a non-local parabolic free boundary problem arising in financial bubbles
• Erratum to: ``Positive alphas and a generalized multiple-factor asset pricing model
• Iterative scheme for an elliptic non-local free boundary problem
• A non-local free boundary problem arising in a theory of financial bubbles
• System of variational inequalities with interconnected obstacles
• Conditions for bubbles to arise under heterogeneous beliefs

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