ON A PARABOLIC FREE BOUNDARY EQUATION MODELING PRICE FORMATION (Q3647613): Difference between revisions

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+Fokker-Planck equations as scaling limits of reversible quantum systems
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+Kinetic theories and the Boltzmann equation. Lectures given at the 1st 1981 Session of the Centro Internazionale Matematico Estivo (C.I.M.E.), Held at Montecatini, Italy, June 10-18, 1981
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+Generation of Semi-Groups of Nonlinear Transformations on General Banach Spaces
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+Mean field games. I: The stationary case
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+Mean field games. II: Finite horizon and optimal control
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+Mean field games
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+Towards a self-consistent theory of volatility
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+Instantaneous self-fulfilling of long-term prophecies on the probabilistic distribution of financial asset values
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+Large Investor Trading Impacts on Volatility
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+Large investor trading impacts on volatility
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