Financial asset price bubbles under model uncertainty

Article Properties
Cite
Biagini, Francesca, and Jacopo Mancin. “Financial Asset Price Bubbles under Model Uncertainty”. Probability, Uncertainty and Quantitative Risk, vol. 2, no. 1, 2017, https://doi.org/10.1186/s41546-017-0026-3.
Biagini, F., & Mancin, J. (2017). Financial asset price bubbles under model uncertainty. Probability, Uncertainty and Quantitative Risk, 2(1). https://doi.org/10.1186/s41546-017-0026-3
Biagini, Francesca, and Jacopo Mancin. “Financial Asset Price Bubbles under Model Uncertainty”. Probability, Uncertainty and Quantitative Risk 2, no. 1 (2017). https://doi.org/10.1186/s41546-017-0026-3.
Biagini F, Mancin J. Financial asset price bubbles under model uncertainty. Probability, Uncertainty and Quantitative Risk. 2017;2(1).
Journal Category
Science
Mathematics
Probabilities
Mathematical statistics
Refrences
Title Journal Journal Categories Citations Publication Date
Robust superhedging with jumps and diffusion Stochastic Processes and their Applications
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 22 2015
10.1214/14-AAP1011 The Annals of Applied Probability
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 2015
The Formation of Financial Bubbles in Defaultable Markets SIAM Journal on Financial Mathematics
  • Social Sciences: Finance
  • Social Sciences: Statistics
  • Science: Mathematics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 6 2015
Stochastic differential equations driven by G-Brownian motion and ordinary differential equations Stochastic Processes and their Applications
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 22 2014
Shifting martingale measures and the birth of a bubble as a submartingale Finance and Stochastics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Finance
  • Social Sciences: Statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 33 2014
Refrences Analysis
Category Category Repetition
Science: Mathematics6
Science: Mathematics: Probabilities. Mathematical statistics4
Social Sciences: Economic theory. Demography: Economics as a science2
Technology: Engineering (General). Civil engineering (General)2
Social Sciences: Commerce: Business1
Technology: Mechanical engineering and machinery1
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods1
The category Science: Mathematics 6 is the most frequently represented among the references in this article. It primarily includes studies from The Annals of Applied Probability and Electronic Journal of Probability. The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
Citations
Title Journal Journal Categories Citations Publication Date
Asset price bubbles in markets with transaction costs

 Frontiers of Mathematical Finance 2022
Reduced-form framework under model uncertainty The Annals of Applied Probability
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 2019
A risk-neutral equilibrium leading to uncertain volatility pricing Finance and Stochastics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Finance
  • Social Sciences: Statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 10 2018
A Risk-Neutral Equilibrium Leading to Uncertain Volatility Pricing SSRN Electronic Journal 2016
Citations Analysis
Category Category Repetition
Science: Mathematics2
Science: Mathematics: Probabilities. Mathematical statistics2
Social Sciences: Finance1
Social Sciences: Statistics1
Social Sciences: Economic theory. Demography: Economics as a science1
Social Sciences: Commerce: Business1
The category Science: Mathematics 2 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled A Risk-Neutral Equilibrium Leading to Uncertain Volatility Pricing and was published in 2016. The most recent citation comes from a 2022 study titled Asset price bubbles in markets with transaction costs. This article reached its peak citation in 2022, with 1 citations. It has been cited in 4 different journals. Among related journals, the Frontiers of Mathematical Finance cited this research the most, with 1 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year