Financial bubbles existence in the Cantor-Lippman model for continuous time
From MaRDI portal
Publication:1992092
DOI10.1134/S1995080218070181zbMath1417.91480OpenAlexW2890807746MaRDI QIDQ1992092
M. P. Vashchenko, Alexander A. Shananin, Shuhua Zhang
Publication date: 2 November 2018
Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s1995080218070181
Related Items (3)
A model of investment behavior of enterprise owner in an imperfect capital market ⋮ Analysis of mechanisms of production investment stimulation in an imperfect capital market based on a mathematical model ⋮ Mathematical modeling of investments in an imperfect capital market
Cites Work
- Growth rate, internal rates of return and turnpikes in an investment model
- Arbitrage and Growth Rate for Riskless Investments in a Stationary Economy
- Investment Selection with Imperfect Capital Markets
- On the Theory of Interest
- Investment and Arbitrage Opportunities with Short Sales Constraints
- Optimal Investment Selection with a Multitude of Projects
This page was built for publication: Financial bubbles existence in the Cantor-Lippman model for continuous time
