Rosestolato, Mauro; Vargiolu, Tiziano; Villani, Giovanna - In: Decisions in Economics and Finance 36 (2013) 2, pp. 137-167
In this paper, we consider a generalisation of the Hobson–Rogers model proposed by Foschi and Pascucci (Decis Eocon …>), and prove that this model is stationary if and only if it is reduced to the original Hobson–Rogers model. We conclude by …