Bubbles and crashes in a Black-Scholes model with delay
type: Item
instance of: scholarly article
title: Bubbles and crashes in a Black-Scholes model with delay
zbMATH Open document ID: 1256.91060
author: John A. D. Appleby
author: Catherine Swords
author: M. Riedle
published in: Finance and Stochastics
publication date: 2013-02-07T00:00:00Z
Mathematics Subject Classification ID: 91G50
Mathematics Subject Classification ID: 91B26
Mathematics Subject Classification ID: 91B70
Mathematics Subject Classification ID: 34K50
Mathematics Subject Classification ID: 34K25
zbMATH DE Number: 6135140
zbMATH Keywords: stochastic functional differential equation
zbMATH Keywords: resolvent
zbMATH Keywords: renewal equation
zbMATH Keywords: Brownian motion
zbMATH Keywords: law of the iterated logarithm
zbMATH Keywords: efficient market hypothesis
MaRDI profile type: Publication
full work available at URL: s00780-012-0181-4
OpenAlex ID: W2166722260
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DOI: 10.1007/S00780-012-0181-4
description: scientific article; zbMATH DE number 6135140