Arbitrage, martingales and bubbles
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 60 (1998)
Issue (Month): 3 (September)
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Web page: http://www.elsevier.com/locate/ecolet
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- Back, Kerry & Pliska, Stanley R., 1991. "On the fundamental theorem of asset pricing with an infinite state space," Journal of Mathematical Economics, Elsevier, vol. 20(1), pages 1-18.
- Werner, Jan, 1997. "Arbitrage, Bubbles, and Valuation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 38(2), pages 453-64, May.
- Gilles, Christian, 1989. "Charges as equilibrium prices and asset bubbles," Journal of Mathematical Economics, Elsevier, vol. 18(2), pages 155-167, April.
- Cox, John C. & Ross, Stephen A., 1976. "The valuation of options for alternative stochastic processes," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 145-166.
- Gilles, Christian & LeRoy, Stephen F, 1992.
"Bubbles and Charges,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 33(2), pages 323-39, May.
- Harrison, J Michael & Kreps, David M, 1978. "Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations," The Quarterly Journal of Economics, MIT Press, vol. 92(2), pages 323-36, May.
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