Liquidity Induced Asset Bubbles via Flows of ELMMs. - Francesca Biagini; Andrea Mazzon; Thilo Meyer-Brandis (SIAM J. Financial Math., 2018)

Financial Asset Bubbles in Banking Networks. - Francesca Biagini; Andrea Mazzon; Thilo Meyer-Brandis (SIAM J. Financial Math., 2019)

Liquidity Based Modeling of Asset Price Bubbles via Random Matching. - Francesca Biagini; Andrea Mazzon; Thilo Meyer-Brandis; Katharina Oberpriller (SIAM J. Financial Math., 2023)