Multi-dimensional rational bubbles and fat tails

DOI10.1080/713665876zbMath1405.91750OpenAlexW4301890549MaRDI QIDQ4646506

Yannick Malevergne, Didier Sornette

Publication date: 14 January 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/713665876

zbMATH Keywords

rational bubblesrational pricing principle

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

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