A mathematical theory of financial bubbles
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Publication:2847835
reproducing kernel Hilbert spaceincomplete marketstochastic volatilitylocal martingalebubblesprice operatorcomplete marketfundamental valuesmooth kernel estimatornon-arbitragemarket price
Macroeconomic theory (monetary models, models of taxation) (91B64) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Martingales with continuous parameter (60G44) Applications of stochastic analysis (to PDEs, etc.) (60H30) Microeconomic theory (price theory and economic markets) (91B24) Actuarial science and mathematical finance (91G99)
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