A fractional-order impulsive delay model of price fluctuations in commodity markets: almost periodic solutions
Crossref DOI link: https://doi.org/10.1140/epjst/e2018-00033-9
Published Online: 2018-07-25
Published Print: 2017-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Nieto, Juan J.
Stamov, Gani
Stamova, Ivanka
Text and Data Mining valid from 2017-12-01
Article History
Received: 17 June 2017
Revised: 23 August 2017
First Online: 25 July 2018