The Formation of Financial Bubbles in Defaultable Markets
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Publication:2941472
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Cited in
(10)- A nonuniformly integrable martingale bubble with a crash
- scientific article; zbMATH DE number 7292287 (Why is no real title available?)
- Bubbles and Self-Enforcing Debt
- Financial asset price bubbles under model uncertainty
- Asset pledgeability and endogenously leveraged bubbles
- A risk-neutral equilibrium leading to uncertain volatility pricing
- Asset price bubbles in markets with transaction costs
- Liquidity induced asset bubbles via flows of ELMMs
- Shifting martingale measures and the birth of a bubble as a submartingale
- Detecting asset price bubbles using deep learning
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