On the Walrasian-Samuelson price adjustment model

MaRDI QIDQ3162368zbMATH OpenFDO

Authors Silas N. Onyango, N. Omolo-Ongati, Nyakinda Joseph Otula

Publication date 19 October 2010

zbMATH Keywords

Black-Scholes-Merton partial differential equationexcess demand functionlogistic Brownian motionWalrasian price adjustment process

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Brownian motion (60J65) Derivative securities (option pricing, hedging, etc.) (91G20)

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