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Parabolic Free Boundary Price Formation Models Under Market Size Fluctuations - MaRDI portal

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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English
Parabolic Free Boundary Price Formation Models Under Market Size Fluctuations
scientific article; zbMATH DE number 6663051

    Statements

    title
    Parabolic Free Boundary Price Formation Models Under Market Size Fluctuations (English)
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    DOI
    10.1137/16M1066099
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    publication date
    13 December 2016
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    Mathematics Subject Classification ID
    35Q91
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    35B40
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    60H15
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    91B24
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    zbMATH DE Number
    6663051
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    zbMATH Keywords
    Lasry and Lions price formation model
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    mass fluctuations
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    long time asymptotics
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    arXiv ID
    1603.04786
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    cites work
    Q5849097
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    Q4828518
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    Mean field games
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    Q2846562
    0 references
    Q4652205
    0 references
     
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