Similar Search Results

Is there a bubble in LinkedIn's stock price?

Jarrow, Robert; Kchia, Younes; Protter, Philip - arXiv.org - 2011

Recent academic work has developed a method to determine, in real time, if a given stock is exhibiting a price bubble. Currently there is speculation in the financial press concerning the existence of a price bubble in the aftermath of the recent IPO of LinkedIn. We analyze stock price tick data...

Persistent link: https://www.econbiz.de/10009643742

On capital requirements and optimal strategies to achieve acceptability

Pal, Soumik - 2006

Persistent link: https://www.econbiz.de/10003965687

A phase transition behavior for Brownian motions interacting through their ranks

Chatterjee, Sourav; Pal, Soumik - In: Probability theory and related fields : continuation of … 147 (2010) 1/2, pp. 123-159

Persistent link: https://www.econbiz.de/10003969092

Fair Microfinance Loan Rates

Jarrow, Robert; Protter, Philip - In: International Review of Finance 19 (2018) 4, pp. 909-918

Persistent link: https://www.econbiz.de/10012091517

Credit Risk, Liquidity, and Bubbles

Jarrow, Robert; Protter, Philip - In: International Review of Finance 20 (2018) 3, pp. 737-746

Persistent link: https://www.econbiz.de/10012091557

A rational asset pricing model for premiums and discounts on closed‐end funds : The bubble theory

Jarrow, Robert; Protter, Philip - In: Mathematical Finance 29 (2019) 4, pp. 1157-1170

Persistent link: https://www.econbiz.de/10012095175

Complete markets with discontinuous security price

Dritschel, Michael; Protter, Philip - In: Finance and stochastics 3 (1999) 2, pp. 203-214

Persistent link: https://www.econbiz.de/10001367323

From discrete- to continuous-time finance : weak convergence of the financial gain process

Duffie, Darrell - In: Mathematical finance : an international journal of … 2 (1992) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10001185155

An analysis of a least squares regression method for American option pricing

Clément, Emmanuelle; Lamberton, Damien; Protter, Philip - In: Finance and stochastics 6 (2002) 4, pp. 449-471

Persistent link: https://www.econbiz.de/10001702781

On Itô's formula for multidimensional Brownian motion

Föllmer, Hans; Protter, Philip E. - 2001

Persistent link: https://www.econbiz.de/10001652438