Local martingales, bubbles and option prices
Reference:
Cox, A. M. G. and Hobson, D. G., 2005. Local martingales, bubbles and option prices. Finance and Stochastics, 9, 477--492.
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Details
| Item Type | Articles |
| Creators | Cox, A. M. G.and Hobson, D. G. |
| Departments | Faculty of Science > Mathematical Sciences |
| Refereed | Yes |
| Status | Published |
| ID Code | 7173 |
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