Asset price bubbles from heterogeneous beliefs about mean reversion rates;Erratum to Asset price bubbles from heterogeneous beliefs about mean reversion rates (Finance Stoch, (2011), 15, (221-241), 10.1007/s00780-010-0124-x)

Finance and Stochastics

Volumn 17, Issue 1, 2013, Pages 225-226

  Chen, Xi ^a,b   Kohn, Robert V ^a  

^a NEW YORK UNIVERSITY   (United States)

^b ROYAL BANK OF CANADA   (Canada)

Author keywords

Heterogeneous beliefs; Asset price bubble; Minimal equilibrium price

Indexed keywords

EID: 84871372091     PISSN: 09492984     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00780-010-0124-x     Document Type: Article

References (2)

1. Chen, X., Kohn, R. V.: Asset price bubbles from heterogeneous beliefs about mean reversion rates. Finance Stoch. 15, 221-241 (2011).
2. Crandall, M. G., Ishii, H., Lions, P. L.: User's guide to viscosity solutions of second order partial differential equations. Bull. Am. Math. Soc. 27, 1-67 (1992).