Publication:3398800
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zbMath1183.91191MaRDI QIDQ3398800
John A. D. Appleby, Catherine Swords
Publication date: 29 September 2009
resolvent; simple random walk; Volterra difference equation; stochastic Volterra difference equation; inefficient market
60G42: Martingales with discrete parameter
91G80: Financial applications of other theories
39A50: Stochastic difference equations
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