A Mathematical Theory of Financial Bubbles
DOI10.1007/978-3-319-00413-6_1zbMath1277.91134MaRDI QIDQ2847835
Publication date: 11 September 2013
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-00413-6_1
incomplete market; stochastic volatility; bubbles; reproducing kernel Hilbert space; complete market; local martingale; price operator; fundamental value; smooth kernel estimator; non-arbitrage; market price
91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance
91B64: Macroeconomic theory (monetary models, models of taxation)
91B24: Microeconomic theory (price theory and economic markets)
60H30: Applications of stochastic analysis (to PDEs, etc.)
60G44: Martingales with continuous parameter
91G99: Actuarial science and mathematical finance
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