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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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A note on asset bubbles in continuous-time
Cassese, Gianluca - 2001
Persistent link: https://www.econbiz.de/10001577334
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Fragility of arbitrage and bubbles in local martingale diffusion models
Guasoni, Paolo; Rásonyi, Miklós - In: Finance and stochastics 19 (2015) 2, pp. 215-231
Persistent link: https://www.econbiz.de/10011417713
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No arbitrage in continuous financial markets
Criens, David - In: Mathematics and financial economics 14 (2020) 3, pp. 461-506
Persistent link: https://www.econbiz.de/10012240304
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Balance, growth and diversity of financial markets
Kardaras, Constantinos - In: Annals of finance 4 (2008) 3, pp. 369-397
Persistent link: https://www.econbiz.de/10003714675
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Competitive prices for a stochastic input-output model with infinite time horizon
Clark, Stephen A. - In: Economic theory : official journal of the Society for … 35 (2008) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10003633987
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Quantitative finance : its development, mathematical foundations, and current scope
Epps, Thomas W. - 2009
Persistent link: https://www.econbiz.de/10003756274
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The mathematics of arbitrage
Delbaen, Freddy; Schachermayer, Walter - 2008 - Corrected 2. printing
Persistent link: https://www.econbiz.de/10003896513
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In discrete time a local martingale is a martingale under an equivalent probability measure
Kabanov, Jurij M. - In: Finance and stochastics 12 (2008) 3, pp. 293-297
Persistent link: https://www.econbiz.de/10003899176
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Pricing by hedging and no-arbitrage beyond semimartingales
Bender, Christian; Sottinen, Tommi; Valkeila, Esko - In: Finance and stochastics 12 (2008) 4, pp. 441-468
Persistent link: https://www.econbiz.de/10003899260