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  • Search: subject:"làdlàg semimartingales"
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Bubbles 1 Girsanov theorem 1 Martingal 1 Martingale 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Probability theory 1 Spekulationsblase 1 Stochastic process 1 Stochastischer Prozess 1 Volatility 1 Volatilität 1 Wahrscheinlichkeitsrechnung 1 deflators 1 diffusion process with jumps 1 exponential martingale 1 local optional martingales 1 làdlàg semimartingales 1 regime shifts 1 unusual conditions 1
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CC license 1 Free 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Abdelghani, Mohamed 1 Melnikov, Alexander 1
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ECONIS (ZBW) 1
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Modeling financial bubbles with optional semimartingales in nonstandard probability spaces
Abdelghani, Mohamed; Melnikov, Alexander - 2025
and another where they are modeled as làdlàg semimartingales. In both models, we demonstrate that the formation and re …
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