The Formation of Financial Bubbles in Defaultable Markets
DOI10.1137/140960608zbMATH Open1343.60049OpenAlexW970875555MaRDI QIDQ2941472FDOQ2941472
Authors: Francesca Biagini, Sorin Nedelcu 
Publication date: 28 August 2015
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/8675ac0d3f25ea4896dbf36045bb2ed20cce5ecc
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Cited In (10)
- Bubbles and Self-Enforcing Debt
- Financial asset price bubbles under model uncertainty
- Asset pledgeability and endogenously leveraged bubbles
- Title not available (Why is that?)
- Shifting martingale measures and the birth of a bubble as a submartingale
- A nonuniformly integrable martingale bubble with a crash
- Detecting asset price bubbles using deep learning
- Liquidity induced asset bubbles via flows of ELMMs
- A risk-neutral equilibrium leading to uncertain volatility pricing
- Asset price bubbles in markets with transaction costs
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