Mathematics of Speculative Price
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Publication:5677253
DOI10.1137/1015001zbMath0261.90009OpenAlexW2109176024MaRDI QIDQ5677253
Publication date: 1973
Published in: SIAM Review (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/9a83ffd25624ae0e7d4b559ac35f176da1e2f478
Related Items (11)
Staged venture capital investment considering unexpected major events ⋮ A pricing formula for delayed claims: appreciating the past to value the future ⋮ Discrete hedging in the mean/variance model for European call options ⋮ On the pricing of American options ⋮ Martingales and stochastic integrals in the theory of continuous trading ⋮ A STOCK MODEL WITH JUMPS FOR UNCERTAIN MARKETS ⋮ A copula-based model of speculative price dynamics in discrete time ⋮ An extention of Samuelson's warrant valuation model and its application to Japanese data ⋮ A diffusion model for exchange rates. I: Theoretical introduction ⋮ Implied recovery ⋮ FORWARD AND FUTURES PRICES WITH BUBBLES
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