Local martingales, bubbles and option prices

Finance and Stochastics

Volumn 9, Issue 4, 2005, Pages 477-492

  Cox, Alexander M G ^a   Hobson, David G ^b,c  

^a UNIVERSITY OF YORK   (United Kingdom)

^b University of Bath   (United Kingdom)

^c Princeton University   (United States)

Author keywords

Bubbles; Derivative pricing; Feedback; Local martingales; Put call parity

Indexed keywords

EID: 24144464306     PISSN: 09492984     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00780-005-0162-y     Document Type: Article

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