Parabolic Free Boundary Price Formation Models Under Market Size Fluctuations
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Publication:5298157
DOI10.1137/16M1066099zbMath1355.35184arXiv1603.04786MaRDI QIDQ5298157
Marie-Therese Wolfram, Josef Teichmann, Peter Alexander Markowich
Publication date: 13 December 2016
Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.04786
Asymptotic behavior of solutions to PDEs (35B40) Microeconomic theory (price theory and economic markets) (91B24) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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