Asset price bubbles in incomplete markets

Mathematical Finance

Volumn 20, Issue 2, 2010, Pages 145-185

  Jarrow, Robert A ^a   Protter, Philip ^a   Shimbo, Kazuhiro ^a  

^a Department of Obstetrics Gynecology   (United States)

Author keywords

Local martingales; NFLVR; No dominance; Price bubbles

Indexed keywords

EID: 77952736719     PISSN: 09601627     EISSN: 14679965     Source Type: Journal    
DOI: 10.1111/j.1467-9965.2010.00394.x     Document Type: Article

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