Instantaneous self-fulfilling of long-term prophecies on the probabilistic distribution of financial asset values
Annales de l'I.H.P. Analyse non linéaire, Volume 24 (2007) no. 3, p. 361-368
@article{AIHPC_2007__24_3_361_0,
     author = {Lions, Pierre-Louis and Lasry, Jean-Michel},
     title = {Instantaneous self-fulfilling of long-term prophecies on the probabilistic distribution of financial asset values},
     journal = {Annales de l'I.H.P. Analyse non lin\'eaire},
     publisher = {Elsevier},
     volume = {24},
     number = {3},
     year = {2007},
     pages = {361-368},
     doi = {10.1016/j.anihpc.2005.12.005},
     zbl = {1130.91340},
     mrnumber = {2319938},
     language = {en},
     url = {http://www.numdam.org/item/AIHPC_2007__24_3_361_0}
}
Lions, P.-L.; Lasry, J.-M. Instantaneous self-fulfilling of long-term prophecies on the probabilistic distribution of financial asset values. Annales de l'I.H.P. Analyse non linéaire, Volume 24 (2007) no. 3, pp. 361-368. doi : 10.1016/j.anihpc.2005.12.005. http://www.numdam.org/item/AIHPC_2007__24_3_361_0/

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