"Fragility of arbitrage and bubbles in local martingale diffusion models."

Paolo Guasoni, Miklós Rásonyi (2015)

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DOI: 10.1007/S00780-015-0256-0

access: closed

type: Journal Article

metadata version: 2020-07-22

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Paolo Guasoni, Miklós Rásonyi:
Fragility of arbitrage and bubbles in local martingale diffusion models. Finance Stochastics 19(2): 215-231 (2015)

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