Platen, Eckhard; Hulley, Hardy - Finance Discipline Group, Business School - 2008
illustrating and clarifying several points on asset price bubbles and the economics of arbitrage. …
serves also as a convenient medium for illustrating and clarifying several
points on asset price bubbles and the economics of …; minimal market model; squared Bessel processes; hedge sim-
ulations; asset price bubbles.
Date: February 12, 2008.
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