A symmetry problem with applications to finance

DOI10.1007/S00605-013-0544-8MaRDI QIDQ403829zbMATH OpenOpenAlexFDO

Authors Sadna Sajadini

Publication date 29 August 2014

Published in Monatshefte für Mathematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00605-013-0544-8

zbMATH Keywords

mean field gameunknown ring-shaped domain

Mathematics Subject Classification ID

PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Symmetries, invariants, etc. in context of PDEs (35B06) Boundary value problems for second-order elliptic equations (35J25) Overdetermined systems of PDEs with constant coefficients (35N05)

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Cites work

• scientific article; zbMATH DE number 5174747 (Why is no real title available?)
• scientific article; zbMATH DE number 3084603 (Why is no real title available?)
• A discrete Bernoulli free boundary problem
• A symmetry problem in potential theory
• Asymptotics for a free boundary model in price formation
• Diversifications of Serrin's and related symmetry problems
• Global Existence and Uniqueness of Solutions to a Model of Price Formation
• Matzoh ball soup: Heat conductors with a stationary isothermic surface
• Mean field games
• ON A PARABOLIC FREE BOUNDARY EQUATION MODELING PRICE FORMATION
• On a price formation free boundary model by Lasry and Lions

Cited in

(3)

• scientific article; zbMATH DE number 107646 (Why is no real title available?)
• Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition
• Symmetry-based solution of a model for a combination of a risky investment and a riskless investment

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