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~institution:"University of Bonn, Germany"
~subject:"Bubbles"
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A Simple Characterization of D...
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Bubbles
General equilibrium
7
option pricing
5
Arbitrage
4
Incomplete markets
3
hedging
3
incomplete markets
3
interest rate risk
3
stochastic volatility
3
CAPM
2
Convertible bond
2
Experiment
2
Model misspecification
2
Option Pricing
2
arbitrage
2
game option
2
implied volatility
2
interacting agents
2
long-range dependence
2
multi-fractality
2
no-arbitrage
2
quadratic volatility
2
uncertain volatility
2
ARCH models
1
Aggregate Fluctuations
1
Arbitrage-free economy
1
Asset market
1
Asset markets
1
Asset pricing
1
BGM
1
Barrier-Optionen
1
Bessel processes
1
Black-Scholes formula
1
Black-Scholes model
1
Bounded Rationality
1
Clustering
1
Common long memory components
1
Conglomerate
1
Derivative securities
1
Discrete-time Risk-minimizing Hedging Strategies
1
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Werner, Jan
1
Institution
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University of Bonn, Germany
Schweizerische Nationalbank (SNB)
5
Department of Economics, National University of Ireland
4
National Bureau of Economic Research
2
University of Canterbury / Dept. of Economics and Finance
2
Alfred-Weber-Institut für Sozial- und Staatswissenschaften <Heidelberg>
1
Barcelona Graduate School of Economics (Barcelona GSE)
1
Birkbeck, Department of Economics, Mathematics & Statistics
1
Central Bank of Ireland
1
Centre for Dynamic Macroeconomic Analysis, University of St. Andrews
1
Cowles Foundation for Research in Economics, Yale University
1
Departamento de Economía, Universidad Carlos III de Madrid
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Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
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Department of Economics, Concordia University
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Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS), Facoltà di Economia
1
ESSEC Business School
1
Econometric Society
1
Fachbereich Wirtschaftswissenschaften, Hochschule für Wirtschaft und Recht
1
Finrisk
1
Institut for Miljø og Erhvervsøkonomi, Syddansk Universitet
1
Institute for Monetary and Economic Studies, Bank of Japan
1
Max-Planck-Institut zur Erforschung von Gemeinschaftsgütern, Max-Planck-Gesellschaft
1
Networks Financial Institute, Scott College of Business
1
Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance
1
School of Management, Yale University
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Discussion Paper Serie B
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RePEc
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Arbitrage,bubbles and valuation
Werner, Jan
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University of Bonn, Germany
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