Bubbles and crashes in a Black-Scholes model with delay (Q1936825)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bubbles and crashes in a Black-Scholes model with delay |
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Bubbles and crashes in a Black-Scholes model with delay (English)
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7 February 2013
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stochastic functional differential equation
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resolvent
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renewal equation
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Brownian motion
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law of the iterated logarithm
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efficient market hypothesis
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