Fragility of arbitrage and bubbles in local martingale diffusion models
Paolo Guasoni, Miklós Rásonyi
| Year of publication: |
April 2015
|
|---|---|
| Authors: | Guasoni, Paolo ; Rásonyi, Miklós |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 19.2015, 2, p. 215-231
|
| Subject: | Arbitrage | Bubbles | Transaction costs | Local martingales | Spekulationsblase | Transaktionskosten | Martingal | Martingale | Arbitrage Pricing | Arbitrage pricing | Kapitalmarkttheorie | Financial economics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-015-0256-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011417713