A kinetic model on portfolio in finance

DOI10.4310/CMS.2011.V9.N4.A7zbMath1279.91143MaRDI QIDQ389523

Jiahang Che

Publication date: 21 January 2014

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: http://intlpress.com/site/pub/pages/journals/items/cms/content/vols/0009/0004/a007/index.html

zbMATH Keywords

portfolioBoltzmann equationeconophysics

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Asymptotic behavior of solutions to PDEs (35B40) Portfolio theory (91G10)

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