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Random Dynamical Systems in Finance

By Anatoliy Swishchuk, Shafiqul Islam

The theory and applications of random dynamical systems (RDS) are at the cutting edge of research in mathematics and economics, particularly in modeling the long-run evolution of economic systems subject to exogenous random shocks. Despite this interest, there are no books available that solely...

Published April 22nd 2013 by Chapman and Hall/CRC

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