Bubbles and crashes in a Black–Scholes model with delay
| Year of publication: |
2012
|
|---|---|
| Authors: | Appleby, John A. D. ; Riedle, Markus ; Swords, Catherine |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 17.2012, 1, p. 1-30
|