Summary: Bubbles and
crashes in a Black-Scholes model with delay
J. A. D. Appleby, M. Riedle and C. Swords
May 2010
MIMS EPrint: 2010.39
Manchester Institute for Mathematical Sciences
School of Mathematics
The University of Manchester
Reports available from: http://www.manchester.ac.uk/mims/eprints
And by contacting: The MIMS Secretary
School of Mathematics
The University of Manchester
Manchester, M13 9PL, UK
ISSN 1749-9097
Bubbles and crashes
in a Black-Scholes model with delay
John A. D. Appleby
School of Mathematical Sciences
Dublin City University
Glasnevin, Dublin 9, Ireland

Source: Applebaum, David - Department of Probability and Statistics, University of Sheffield

Collections: Mathematics