Bubbles in assets with finite life
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Publication:2312401
DOI10.1007/s11579-018-0233-4zbMath1417.91222OpenAlexW3124692416WikidataQ128648339 ScholiaQ128648339MaRDI QIDQ2312401
Cameron Bruggeman, Henri Berestycki, Régis Monneau, José Alexandre Scheinkman
Publication date: 8 July 2019
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11579-018-0233-4
dynamic programmingstochastic controlheterogeneous beliefsasset-price bubblefinitely-lived financial assetnon-local free boundary problem
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Cites Work
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- Asset price bubbles from heterogeneous beliefs about~mean reversion rates
- A Mathematical Theory of Financial Bubbles
- A non-local free boundary problem arising in a theory of financial bubbles
- On the Possibility of Price Decreasing Bubbles
- Discontinuous solutions of deterministic optimal stopping time problems
- Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
- Consumption-Investment Models with Constraints
- Optimal Stopping Rules
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