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Liquidity Induced Asset Bubbles via Flows of ELMMs
Biagini, Francesca, Mazzon, Andrea, Meyer-Brandis, ThiloVolume:
9
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/16M1107097
Date:
January, 2018
File:
PDF, 1.73 MB
english, 2018