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Bubbles
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Börsenkurs
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Explosion time
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Option pricing theory
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explosion time
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hyperbolic diffusion processes
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Finance and Stochastics
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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An
explosion
time
characterization of asset price bubbles
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 469-479
Persistent link: https://www.econbiz.de/10014326312
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2
A note on the existence of unique equivalent martingale measures in a Markovian setting
Rydberg, Tina Hviid
- In:
Finance and Stochastics
1
(
1997
)
3
,
pp. 251-257
to an
explosion
time
is proved. …
Persistent link: https://www.econbiz.de/10005390738
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