The economic plausibility of strict local martingales in financial modelling
Hardy Hulley
| Year of publication: |
2010
|
|---|---|
| Authors: | Hulley, Hardy |
| Published in: |
Contemporary quantitative finance : essays in honour of Eckhard Platen. - Berlin : Springer, ISBN 978-3-642-03478-7. - 2010, p. 53-75
|
| Subject: | Kapitalmarkttheorie | Financial economics | Martingal | Martingale | Börsenkurs | Share price | Spekulationsblase | Bubbles | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008749312