Bubbles and crashes in a black-scholes model with delay
John A. D. Appleby; Markus Riedle; Catherine Swords
| Year of publication: |
2013
|
|---|---|
| Authors: | Appleby, John A. D. ; Riedle, Markus ; Swords, Catherine |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 17.2013, 1, p. 1-30
|
| Subject: | Spekulationsblase | Bubbles | Theorie | Theory | Finanzkrise | Financial crisis | Black-Scholes-Modell | Black-Scholes model | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009682292