A rational asset pricing model for premiums and discounts on closed‐end funds: The bubble theory

DOI10.1111/MAFI.12207zbMath1435.91187OpenAlexW2604226520MaRDI QIDQ5204855

Philip E. Protter, Robert A. Jarrow

Publication date: 5 December 2019

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

Full work available at URL: https://doi.org/10.1111/mafi.12207

zbMATH Keywords

no arbitrageclosed-end fundsasset price bubblesETFs

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (1)

THE FUNDAMENTAL THEOREMS OF ASSET PRICING AND THE CLOSED-END FUND PUZZLE

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