Back to Results
First PageMeta Content
Probability theory / Martingale / Semimartingale / Risk-neutral measure / Local martingale / Brownian motion / Stopping time / Wiener process / Quadratic variation / Statistics / Stochastic processes / Martingale theory


FRAGILITY OF ARBITRAGE AND BUBBLES IN DIFFUSION MODELS Paolo Guasoni, Dublin City University and Boston University ´ Mikl´os Rasonyi, University of Edinburgh
Add to Reading List

Document Date: 2010-01-21 14:52:23

Open Document

File Size: 55,90 KB

Share Result on Facebook

Company

Cox / /

Facility

Boston University / University of Edinburgh Fields Institute / Dublin City University / /

Organization

Boston University / Dublin City University / University of Edinburgh Fields Institute / Toronto / /

Person

Consider / /

Position

stochastic volatility model / /

SocialTag