Open AccessAsymptotic behaviour of a nonlinear stochastic difference equation modelling an inefficient financial market
Author(s) -
John A. D. Appleby,
Catherine Swords
Publication year - 2019
Publication title -
advanced studies in pure mathematics
Language(s) - English
Resource type - Conference proceedings
eISSN - 2433-8915
pISSN - 0920-1971
DOI - 10.2969/aspm/05310011
Subject(s) - nonlinear system , random walk , financial market , stochastic process , mathematics , econometrics , economics , computer science , finance , physics , statistics , quantum mechanics