Discrete-time asset price bubbles with short sales prohibitions under model uncertainty

This article likely explores the formation and behavior of asset price bubbles in a financial market setting. The focus is on discrete-time models, meaning the analysis is conducted at specific points in time. The inclusion of "short sales prohibitions" suggests an investigation into how restrictions on selling borrowed assets impact bubble dynamics. "Model uncertainty" implies the researchers consider situations where the exact parameters or underlying processes governing the market are not perfectly known, adding a layer of realism to the analysis. The research likely uses mathematical modeling and simulations to understand the effects of these factors on asset prices.