Martingales, nonlinearity, and chaos
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Publication:1978586
DOI10.1016/S0165-1889(99)00023-8zbMath0953.91014OpenAlexW2147548387MaRDI QIDQ1978586
William A. Barnett, Apostolos Serletis
Publication date: 4 June 2000
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1889(99)00023-8
Microeconomic theory (price theory and economic markets) (91B24) Martingales with continuous parameter (60G44) Auctions, bargaining, bidding and selling, and other market models (91B26)
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