Relative asset price bubbles
Year of publication: |
May 2016
|
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Authors: | Falafala, Roseline Bilina ; Jarrow, Robert A. ; Protter, Philip E. |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 12.2016, 2, p. 135-160
|
Subject: | Bubble | No Free Lunch with Vanishing Risk | Arbitrage | Risk neutral measure | Girsanov’s theorem | Bond bubbles | Change of numéraire | Theorie | Theory | Spekulationsblase | Bubbles | Börsenkurs | Share price | Risiko | Risk |
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