"A Nonuniformly Integrable Martingale Bubble with a Crash."

Michael Schatz, Didier Sornette (2019)

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DOI: 10.1137/18M1215190

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type: Journal Article

metadata version: 2025-01-19

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Michael Schatz, Didier Sornette:
A Nonuniformly Integrable Martingale Bubble with a Crash. SIAM J. Financial Math. 10(2): 615-631 (2019)

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