Bubbles and crashes in a black-scholes model with delay
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 | Black-Scholes-Modell | Black-Scholes model | Arbitrage Pricing | Arbitrage pricing | Finanzkrise | Financial crisis | Stochastischer Prozess | Stochastic process | Kapitalmarkttheorie | Financial economics |
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