Strong Bubbles and Strict Local Martingales

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Author
Herdegen, Martin
Schweizer, Martin
Date
2016
Type
    Journal Article
Publication status
published
External links
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Journal / series
International Journal of Theoretical and Applied Finance
Volume
19(4)
Pages / Article No.
1650022-1 - 1650022-44
Publisher
World Scientific
Subject
Financial bubble; Incomplete financial market; Fundamental value; Super-replication; Strict local martingale; Numéraire; Viability; Efficiency; No dominance
Organisational unit
03658 - Schweizer, Martin / Schweizer, Martin  
Notes
Published 26 April 2016.
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Citations
Cited 5 times in Web of Science
Cited 5 times in Scopus
ETH Bibliography
yes
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