Strong bubbles and strict local martingales
Year of publication: |
June 2016
|
---|---|
Authors: | Herdegen, Martin ; Schweizer, Martin |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 19.2016, 4, p. 1-44
|
Subject: | Financial bubble | incomplete financial market | fundamental value | super-replication | strict local martingale | numéraire | viability | efficiency | no dominance | Spekulationsblase | Bubbles | Martingal | Martingale | Finanzmarkt | Financial market | Börsenkurs | Share price | Kapitalmarkttheorie | Financial economics | Unvollkommener Markt | Incomplete market |
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