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Fragility of arbitrage and bubbles in local martingale diffusion models |
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| Authors: | Paolo Guasoni Miklós Rásonyi |
| Affiliation: | 1. Department of Mathematics and Statistics, Boston University, 111 Cummington St., Boston, MA, 02215, United States 2. School of Mathematical Sciences, Dublin City University, Glasnevin, Dublin 9, Ireland 3. MTA Alfréd Rényi Mathematical Institute, Reáltanoda utca 13-15, 1053, Budapest, Hungary 4. School of Mathematics, University of Edinburgh, King’s Buildings, Edinburgh, EH9 3JZ, United Kingdom |
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