Rational integrability of a nonlinear finance system

Claudia Valls

Chaos, Solitons & Fractals, 2012, vol. 45, issue 2, 141-146

Abstract: In this work we study the complexity of the dynamical financial model recently reported in the literaturex˙=z+(y-a)x,y˙=1-by-x2,z˙=-x-cz,by studying its integrability. In particular, we prove that it is not Darbouxian integrable for any value of a, b, c.

Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:45:y:2012:i:2:p:141-146

DOI: 10.1016/j.chaos.2011.11.003

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