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Stock price fluctuation as a diffusion in a random enviroment [environment]
Föllmer, Hans - 1993
Persistent link: https://www.econbiz.de/10000881810
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A microeconomic approach to diffusion models for stock prices
Föllmer, Hans - 1992
Persistent link: https://www.econbiz.de/10000865671
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A microeconomic approach to diffusion models for stock prices
Föllmer, Hans - In: Mathematical finance : an international journal of … 3 (1993) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10001185148
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Shifting martingale measures and the birth of a bubble as a submartingale
Biagini, Francesca; Föllmer, Hans; Nedelcu, Sorin - In: Finance and stochastics 18 (2014) 2, pp. 297-326
Persistent link: https://www.econbiz.de/10010340747