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Strong bubbles and strict local martingales
Herdegen, Martin; Schweizer, Martin - In: International journal of theoretical and applied finance 19 (2016) 4, pp. 1-44
Persistent link: https://www.econbiz.de/10011523876
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Inefficient bubbles and efficient drawdowns in financial markets
Schatz, Michael; Sornette, Didier - In: International journal of theoretical and applied finance 23 (2020) 7, pp. 1-56
Persistent link: https://www.econbiz.de/10012496907
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Change-point analysis of asset price bubbles with power-law hazard function
Lynch, Christopher; Mestel, Benjamin - In: International journal of theoretical and applied finance 22 (2019) 7, pp. 1-24
Persistent link: https://www.econbiz.de/10012153466
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Strict local martingales via filtration enlargement
Dandapani, Aditi; Protter, Philip - In: International journal of theoretical and applied finance 23 (2020) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10012270885
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Forward and futures prices with bubbles
Jarrow, Robert A.; Protter, Philipp - In: International journal of theoretical and applied finance 12 (2009) 7, pp. 901-924
Persistent link: https://www.econbiz.de/10003928307
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Bubbles and multiple-factor asset pricing models
Jarrow, Robert A. - In: International journal of theoretical and applied finance 19 (2016) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10011453887
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Dupire's equation for bubbles
Ekström, Erik; Tysk, Johan - In: International journal of theoretical and applied finance 15 (2012) 6, pp. 1-12
Persistent link: https://www.econbiz.de/10009672595
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A note on asset bubbles in continuous-time
Cassese, Gianluca - In: International journal of theoretical and applied finance 8 (2005) 4, pp. 523-536
Persistent link: https://www.econbiz.de/10002980857
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When the bubble is going to burst
Chen, Jing - In: International journal of theoretical and applied finance 2 (1999) 3, pp. 285-292
Persistent link: https://www.econbiz.de/10001437397
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A model of stock market bubble under uncertain fundamentals
Dean, James W.; Milovanov, T. - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 599
Persistent link: https://www.econbiz.de/10001524508