Abstract
We study the complexity of a dynamical financial model recently considered in the literature, namely x ˙ = z + ( y - a ) x , y ˙ = 1 - by - x 2 , z ˙ = - x - cz . More precisely, we study the integrability of the system. In particular, we show that it is not Darboux integrable for any value of the positive real parameters a , b and c.
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