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 Finance 31(1):1–20, <CitationRef CitationID="CR9">2008</CitationRef>) for financial markets where the evolution of the prices of the assets depends not only on the current value but also on past values. Using...</citationref>
