Financial Modeling of Bubbles and Crashes

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Author
Schatz, Michael
Date
2020
Type
    Doctoral Thesis
Rights / license
In Copyright - Non-Commercial Use Permitted
Permanent link
https://doi.org/10.3929/ethz-b-000448918
Publication status
published
External links
Search print copy at ETH Library
Contributors
Examiner: Sornette, Didier
Examiner: Schweizer, Martin
Publisher
ETH Zurich
Subject
Financial bubbles; Market inefficiencies; Single-jump diffusion models; Explosive diffusion processes; Point processes; Statistics of point processes
Organisational unit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
Funding
169963 - Financial mathematics of positive-feedback bubbles and crashes (SNF)
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