Crashing of efficient stochastic bubbles
Year of publication: |
2019
|
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Authors: | Araújo, Aloisio Pessoa de ; Gama, Juan Pablo ; Páscoa, Mário Rui |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 84.2019, p. 136-143
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Subject: | Complete markets | Crashing | Efficient bubbles | Stochastic economies | Theorie | Theory | Finanzkrise | Financial crisis | Spekulationsblase | Bubbles | Stochastischer Prozess | Stochastic process | Effizienzmarkthypothese | Efficient market hypothesis |
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