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type_genre:"Article in journal"
type_genre:"Survey"
~accessRights:"free"
~person:"Güth, Werner"
~person:"Jarrow, Robert A."
~person:"Michel, Philippe"
~subject:"Martingal"
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International journal of theoretical and applied finance : IJTAF
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ECONIS (ZBW)
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A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
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2
Applying the local martingale theory of bubbles to cryptocurrencies
Choi, Soon Hyeok
;
Jarrow, Robert A.
- In:
International journal of theoretical and applied …
25
(
2022
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10013371053
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