no code implementations • 21 Jul 2023 • Ludovic Tangpi, Shichun Wang
In this paper we further extend the optimal bubble riding model proposed by Tangpi and Wang by allowing for price-dependent entry times.
1 code implementation • 8 Sep 2022 • Ludovic Tangpi, Shichun Wang
In particular, we consider two types of crashes: an endogenous burst which results from excessive selling, and an exogenous burst which cannot be anticipated and is independent from the actions of the traders.
