ASSET PRICE BUBBLES IN INCOMPLETE MARKETS
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Publication:3553253
DOI10.1111/j.1467-9965.2010.00394.xzbMath1205.91069MaRDI QIDQ3553253
Robert A. Jarrow, Philip E. Protter, Kazuhiro Shimbo
Publication date: 22 April 2010
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.2010.00394.x
60G48: Generalizations of martingales
91G80: Financial applications of other theories
91G20: Derivative securities (option pricing, hedging, etc.)
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