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ASSET PRICE BUBBLES IN INCOMPLETE MARKETS*
Article first published online: 23 MAR 2010
© Copyright the Authors. Journal Compilation © 2010 Wiley Periodicals, Inc.
Volume 20, Issue 2, pages 145–185, April 2010
How to Cite
Jarrow, . R. A., Protter, P. and Shimbo, K. (2010), ASSET PRICE BUBBLES IN INCOMPLETE MARKETS. Mathematical Finance, 20: 145–185. doi: 10.1111/j.1467-9965.2010.00394.x
This article forms part of K. Shimbo's Ph.D. thesis, under the direction of P. Protter.
The authors thank an anonymous referee for his insightful comments, especially with respect to the issues surrounding the choice of a numeraire. P.P. was supported in part by NSF grant DMS-0604020 and NSA grant H98230-06-1-0079.
- Issue published online: 23 MAR 2010
- Article first published online: 23 MAR 2010
- Manuscript received June 2007; final revision received June 2008.
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