FORWARD AND FUTURES PRICES WITH BUBBLES
Year of publication: |
2009
|
---|---|
Authors: | JARROW, ROBERT A. ; PROTTER, PHILIP |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 12.2009, 07, p. 901-924
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Futures | forwards | speculative bubbles | stochastic interest rates | local martingale | inverse Bessel process |
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