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"Shifting martingale measures and the birth of a bubble as a submartingale."

Francesca Biagini, Hans Föllmer, Sorin Nedelcu (2014)

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DOI: 10.1007/S00780-013-0221-8

access: closed

type: Journal Article

metadata version: 2020-07-22

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Francesca Biagini, Hans Föllmer, Sorin Nedelcu:
Shifting martingale measures and the birth of a bubble as a submartingale. Finance Stochastics 18(2): 297-326 (2014)

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