 In this paper we consider the case when there is a delay \theta> 0 in the information flow available for the trader.
<meaning-changed>  In this paper we consider the case when there is a delay \theta> 0 in the information flow available for the trader.
 In this paper we consider a jump diffusion market model with a singular drift term modelled as the local time of a given process, and with a delay \theta> 0 in the information flow available for the trader.