Asset price bubbles: Invariance theorems

Article Properties
  • DOI (url)
    10.3934/fmf.2021006
  • Publication Date
    2022/01/01
  • Journal
    Frontiers of Mathematical Finance
  • Indian UGC (journal)
  • Refrences
    26
  • Citations
    1
  • Robert Jarrow Samuel Curtis Johnson Graduate School of Management, Cornell University, Ithaca, N.Y. 14853, USAKamakura Corporation, Honolulu, Hawaii 96815
  • Philip Protter Statistics Department, Columbia University, New York, NY 10027, USA
  • Jaime San Martin CMM-DIM, UMI-CNRS 2807, Universidad de Chile, Chile
Abstract
Cite
Jarrow, Robert, et al. “Asset Price Bubbles: Invariance Theorems”. Frontiers of Mathematical Finance, vol. 1, no. 2, 2022, p. 161, https://doi.org/10.3934/fmf.2021006.
Jarrow, R., Protter, P., & Martin, J. S. (2022). Asset price bubbles: Invariance theorems. Frontiers of Mathematical Finance, 1(2), 161. https://doi.org/10.3934/fmf.2021006
Jarrow, Robert, Philip Protter, and Jaime San Martin. “Asset Price Bubbles: Invariance Theorems”. Frontiers of Mathematical Finance 1, no. 2 (2022): 161. https://doi.org/10.3934/fmf.2021006.
Jarrow R, Protter P, Martin JS. Asset price bubbles: Invariance theorems. Frontiers of Mathematical Finance. 2022;1(2):161.
Refrences
Title Journal Journal Categories Citations Publication Date
The lifetime of a financial bubble Mathematics and Financial Economics
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Science: Mathematics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 19 2016
Options and Bubbles The Review of Financial Studies
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business: Accounting. Bookkeeping
  • Social Sciences: Finance
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 147 2006
10.1137/10079673X
ASSET PRICE BUBBLES IN INCOMPLETE MARKETS Mathematical Finance
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Science: Mathematics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 142 2010
10.1007/978-0-8176-4545-8_7
Citations
Title Journal Journal Categories Citations Publication Date
Optional projection under equivalent local martingale measures

 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
 2 2023
Citations Analysis
Category Category Repetition
Science: Mathematics1
Science: Mathematics: Probabilities. Mathematical statistics1
Social Sciences: Finance1
Social Sciences: Statistics1
Social Sciences: Economic theory. Demography: Economics as a science1
Social Sciences: Commerce: Business1
The category Science: Mathematics 1 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Optional projection under equivalent local martingale measures and was published in 2023. The most recent citation comes from a 2023 study titled Optional projection under equivalent local martingale measures. This article reached its peak citation in 2023, with 1 citations. It has been cited in 1 different journals. Among related journals, the Finance and Stochastics 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