참고문헌
- M. C. Adam and A. Szafarz, Speculative bubbles and financial markets, Oxford Econmic Papers 44 (1992), no. 4, 626-640. https://doi.org/10.1093/oxfordjournals.oep.a042068
- J. V. Andersen and D. Sornette, Fearless versus fearful speculative financial bubbles, Phys. A 337 (2004), no. 3-4, 565-585. https://doi.org/10.1016/j.physa.2004.01.054
- O. J. Blanchard, Speculative bubbles, crashes and rational expectations, Economic Letters 3 (1979), 387-389. https://doi.org/10.1016/0165-1765(79)90017-X
- O. J. Blanchard and M. W. Watson, Bubbles, Rational Expectations and Speculative Markets, in: P. Wachtel, eds., Crisis in Economic and Financial Structure: Bubbles, Bursts, and Shocks. Lexington Books: Lexington, 1982.
- C. Camerer, Bubbles and fads in asset prices, Journal of Economic Surveys 3 (1989), no. 1, 3-41. https://doi.org/10.1111/j.1467-6419.1989.tb00056.x
- K. L. Chung and R. J. Williams, Introduction to Stochastic Integration, Second edition. Probability and its Applications. Birkhauser Boston, Inc., Boston, MA, 1990.
- G. W. Evans, Pitfalls in testing for explosive bubbles in asset prices, American Economic Review 81 (1991), 922-930.
- Y. Fukuta, A simple discrete-time approximation of continuous-time bubbles, J. Econom. Dynam. Control 22 (1998), no. 6, 937-954. https://doi.org/10.1016/S0165-1889(97)00086-9
- I. I. Gihman and A. V. Skorohod, Stochastic Differential Equations, Springer-Verlag, New York-Heidelberg, 1972.
- N. Ikeda and S. Watanabe, Stochastic Differential Equations and Diffusion Processes, Second edition. North-Holland Mathematical Library, 24. North-Holland Publishing Co., Amsterdam; Kodansha, Ltd., Tokyo, 1989.
- I. Jeon, Stochastic fragmentation and some sufficient conditions for shattering transition, J. Korean Math. Soc. 39 (2002), no. 4, 543-558. https://doi.org/10.4134/JKMS.2002.39.4.543
- A. Johansen, O. Ledoit, and D. Sornette, Crashes as critical points, Int. J. Theo. & Appl. Finance 3 (2000), no. 2, 219{255. https://doi.org/10.1142/S0219024900000115
- A. Johansen and D. Sornette, Critical crashes, Risk 12 (1999), no. 1, 91-95.
- I. Karatzas and S. E. Shreve, Brownian Motion and Stochastic Calculus, Springer-Verlag, New York, 1988.
- T. Lux and D. Sornette, On rational bubbles and fat tails, Journal of Money, Credit, and Banking 34 (2002), no. 3, 589-610. https://doi.org/10.1353/mcb.2002.0004
- Y. Malevergne and D. Sornette, Multi-dimensional rational bubbles and fat tails, Quantitative Finance 1 (2001), 533-541. https://doi.org/10.1080/713665876
- D. Porter and V. Smith, Stock market bubbles in the laboratory, Applied Mathematical Finance (1994), 111-127.
- A. V. Skorohod, Studies in The Theory of Random Processes, Inc. Addison-Wesley Publishing Co., Inc., Reading, Mass., 1965.
- V. Smith, G. Suchanek, and A. Williams, Bubbles crashes, and endogenous expectations in experimental stock asset markets, Econometrica 56 (1988), 1119-1151. https://doi.org/10.2307/1911361
- D. Sornette and J. V. Andersen, A nonlinear super-exponential rational model of speculative financial bubbles, Int. J. Mod. Phys. C 13 (2002), no. 2, 171-188. https://doi.org/10.1142/S0129183102003085