Parabolic Free Boundary Price Formation Models Under Market Size Fluctuations (Q5298157): Difference between revisions

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Property / author: Peter Alexander Markowich / rank
 
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Property / arXiv ID: 1603.04786 / rank
 
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Latest revision as of 02:43, 13 July 2024

scientific article; zbMATH DE number 6663051
Language Label Description Also known as
English
Parabolic Free Boundary Price Formation Models Under Market Size Fluctuations
scientific article; zbMATH DE number 6663051

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    Parabolic Free Boundary Price Formation Models Under Market Size Fluctuations (English)
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    13 December 2016
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    Lasry and Lions price formation model
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    mass fluctuations
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    long time asymptotics
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