John A. D. Appleby, Markus Riedle, Catherine Swords. Bubbles and crashes in a Black-Scholes model with delay. Finance and Stochastics, 17(1):1-30, 2013. [doi]
@article{ApplebyRS13,
title = {Bubbles and crashes in a Black-Scholes model with delay},
author = {John A. D. Appleby and Markus Riedle and Catherine Swords},
year = {2013},
doi = {10.1007/s00780-012-0181-4},
url = {http://dx.doi.org/10.1007/s00780-012-0181-4},
researchr = {https://researchr.org/publication/ApplebyRS13},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {17},
number = {1},
pages = {1-30},
}