A study on discrete Ponzi scheme model through Sturm-Liouville theory

DOI10.1504/IJDSDE.2021.117359zbMATH Open1482.39023OpenAlexW4249612098WikidataQ115237327 ScholiaQ115237327MaRDI QIDQ2113749FDOQ2113749

Authors: Ferhan M. Atıcı, William R. Bennett 

Publication date: 14 March 2022

Published in: International Journal of Dynamical Systems and Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1504/ijdsde.2021.117359

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zbMATH Keywords

Green's functioninvestmentdifference equationSturm-Liouville boundary value problemdiscrete calculusrate of returnCharles PonziPonzi scheme

Mathematics Subject Classification ID

Discrete version of topics in analysis (39A12) Applications of difference equations (39A60) Interest rates, asset pricing, etc. (stochastic models) (91G30) Sturm-Liouville theory (34B24) Boundary value problems for difference equations (39A27)

Cited In (1)

• Mathematical models of Ponzi schemes that consider the stochastic nature of decision-making

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