Work

Bubbles, Convexity and the Black–scholes Equation

Year: 2012

Type: preprint

Authors: Erik Ekström, Johan Tysk

Institution: Uppsala University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3100237169

Cites: 25

Cited by: 48

Related to: 10