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Strict local martingales
Black Scholes formula
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Fast Fourier Transform method
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generalized gamma distributions
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logprice risk neutral distribution
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Bubble lifetimes
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Obayashi, Yoshiki
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The lifetime of a financial bubble
Obayashi, Yoshiki
;
Protter, Philip E.
;
Yang, Shihao
- In:
Mathematics and financial economics
11
(
2017
)
1
,
pp. 45-62
Persistent link: https://www.econbiz.de/10011900514
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