Foreign currency bubbles
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Publication:539147
DOI10.1007/S11147-010-9055-0zbMATH Open1213.91173OpenAlexW3122445692MaRDI QIDQ539147FDOQ539147
Authors: Robert A. Jarrow, Philip Protter 
Publication date: 27 May 2011
Published in: Review of Derivatives Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11147-010-9055-0
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Cites Work
- Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
- Introduction to stochastic calculus for finance. A new didactic approach.
- Hedging and Portfolio Optimization in Financial Markets with a Large Trader
- Risk-neutral compatibility with option prices
- Local martingales, bubbles and option prices
- Asset price bubbles in incomplete markets
- Rational equilibrium asset-pricing bubbles in continuous trading models
- How to detect an asset bubble
- Forward and futures prices with bubbles
- Title not available (Why is that?)
- Pricing inflation-indexed derivatives
Cited In (10)
- Liquidity Induced Asset Bubbles via Flows of ELMMs
- Financial Asset Bubbles in Banking Networks
- On the hedging of options on exploding exchange rates
- Liquidity Based Modeling of Asset Price Bubbles via Random Matching
- Shifting martingale measures and the birth of a bubble as a submartingale
- The Formation of Financial Bubbles in Defaultable Markets
- A mathematical theory of financial bubbles
- BUBBLES IN FOREIGN EXCHANGE MARKETS
- Detecting asset price bubbles using deep learning
- Asset price bubbles in markets with transaction costs
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