Parabolic Free Boundary Price Formation Models Under Market Size Fluctuations (Q5298157)

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scientific article; zbMATH DE number 6663051
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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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