Contributions to Management Science - Identifying Stock Market Bubbles
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Published By Springer International Publishing

9783319650081, 9783319650098

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Introduction

Contributions to Management Science - Identifying Stock Market Bubbles ◽

10.1007/978-3-319-65009-8_1 ◽

2017 ◽

pp. 1-3

Author(s):

Azar Karimov

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Stock Prices Follow a Double Exponential Jump-Diffusion Model

Contributions to Management Science - Identifying Stock Market Bubbles ◽

10.1007/978-3-319-65009-8_5 ◽

2017 ◽

pp. 37-71

Author(s):

Azar Karimov

Keyword(s):

Diffusion Model ◽

Stock Prices ◽

Jump Diffusion ◽

Double Exponential ◽

Jump Diffusion Model

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Conclusion and Future Outlook

Contributions to Management Science - Identifying Stock Market Bubbles ◽

10.1007/978-3-319-65009-8_8 ◽

2017 ◽

pp. 119-121

Author(s):

Azar Karimov

Keyword(s):

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Stock Prices Follow a Brownian Motion

Contributions to Management Science - Identifying Stock Market Bubbles ◽

10.1007/978-3-319-65009-8_4 ◽

2017 ◽

pp. 23-35

Author(s):

Azar Karimov

Keyword(s):

Brownian Motion ◽

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Review on Research Conducted

Contributions to Management Science - Identifying Stock Market Bubbles ◽

10.1007/978-3-319-65009-8_2 ◽

2017 ◽

pp. 5-12

Author(s):

Azar Karimov

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Numerical Implementation and Parameter Estimation Under KOU Model

Contributions to Management Science - Identifying Stock Market Bubbles ◽

10.1007/978-3-319-65009-8_6 ◽

2017 ◽

pp. 73-96

Author(s):

Azar Karimov

Keyword(s):

Parameter Estimation ◽

Numerical Implementation

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Illiquidity Premium and Connection with Financial Bubbles

Contributions to Management Science - Identifying Stock Market Bubbles ◽

10.1007/978-3-319-65009-8_7 ◽

2017 ◽

pp. 97-118

Author(s):

Azar Karimov

Keyword(s):

Financial Bubbles

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Theory of Conic Finance

Contributions to Management Science - Identifying Stock Market Bubbles ◽

10.1007/978-3-319-65009-8_3 ◽

2017 ◽

pp. 13-21

Author(s):

Azar Karimov

Keyword(s):

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