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~person:"Föllmer, Hans"
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Shifting
martingale
measures
and the birth of a bubble as a submartingale
Biagini, Francesca
;
Föllmer, Hans
;
Nedelcu, Sorin
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 297-326
Persistent link: https://www.econbiz.de/10010340747
Saved in:
2
Shifting
martingale
measures
and the birth of a bubble as a submartingale
Biagini, Francesca
;
Föllmer, Hans
;
Nedelcu, Sorin
- In:
Finance and Stochastics
18
(
2014
)
2
,
pp. 297-326
In an incomplete financial market model, we study a flow in the space of equivalent
martingale
measures
and the …
Persistent link: https://www.econbiz.de/10010997053
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