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Martingale defects in the volatility surface and bubble conditions in the underlying

Crossref DOI link: https://doi.org/10.1007/s11147-023-09200-x

Published Online: 2024-01-19

Published Print: 2024-04

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Stahl, Philip http://orcid.org/0000-0001-5161-326X
Blauth, Jérôme
Funding

Funding for this research was provided by:

Technische Universität Darmstadt
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Text and Data Mining valid from 2024-01-19

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Article History

Accepted: 14 December 2023

First Online: 19 January 2024