Research

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.

Related documents:

This repository does not currently have the full-text of this item.
You may be able to access a copy if URLs are provided below.

Details

Item Type Articles
CreatorsCox, A. M. G.and Hobson, D. G.
DepartmentsFaculty of Science > Mathematical Sciences
RefereedYes
StatusPublished
ID Code7173

Export

Actions (login required)

View Item