"Liquidity Induced Asset Bubbles via Flows of ELMMs."

Francesca Biagini, Andrea Mazzon, Thilo Meyer-Brandis (2018)

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DOI: 10.1137/16M1107097

access: closed

type: Journal Article

metadata version: 2023-09-30

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Francesca Biagini, Andrea Mazzon, Thilo Meyer-Brandis:
Liquidity Induced Asset Bubbles via Flows of ELMMs. SIAM J. Financial Math. 9(2): 800-834 (2018)

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