Asymptotics for a symmetric equation in price formation
From MaRDI portal
Publication:2272166
DOI10.1007/S00245-008-9052-YzbMATH Open1175.91067OpenAlexW2016537861MaRDI QIDQ2272166FDOQ2272166
Authors: Maria del Mar Gonzalez, Maria Pia Gualdani 
Publication date: 6 August 2009
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-008-9052-y
Recommendations
- Asymptotics for a free boundary model in price formation
- ON A PARABOLIC FREE BOUNDARY EQUATION MODELING PRICE FORMATION
- On a price formation free boundary model by Lasry and Lions
- Global Existence and Uniqueness of Solutions to a Model of Price Formation
- On a price formation free boundary model by Lasry and Lions: the Neumann problem
Cites Work
- Nonlinear Fokker-Planck equations. Fundamentals and applications.
- Mean field games
- Asymptotic L^1-decay of solutions of the porous medium equation to self-similarity
- Title not available (Why is that?)
- The Fokker-Planck equation. Methods of solution and applications.
- Exponential convergence toward equilibrium for homogeneous Fokker-Planck-type equations
- Asymptotics for a free boundary model in price formation
- Large investor trading impacts on volatility
- Towards a self-consistent theory of volatility
- Instantaneous self-fulfilling of long-term prophecies on the probabilistic distribution of financial asset values
Cited In (8)
- Classical Solutions for a Nonlinear Fokker-Planck Equation Arising in Computational Neuroscience
- Analysis of nonlinear noisy integrate \& fire neuron models: blow-up and steady states
- Instability and bifurcation in a trend depending price formation model
- Asymptotics for a free boundary model in price formation
- On a price formation free boundary model by Lasry and Lions
- Some non-standard Sobolev spaces, interpolation and its application to PDE
- Blow-up, steady states and long time behaviour of excitatory-inhibitory nonlinear neuron models
- Parabolic Free Boundary Price Formation Models Under Market Size Fluctuations
This page was built for publication: Asymptotics for a symmetric equation in price formation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2272166)
