Liquidity Based Modeling of Asset Price Bubbles via Random Matching
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Publication:6184829
DOI10.1137/22m1531580arXiv2210.13804OpenAlexW4389780727MaRDI QIDQ6184829
Thilo Meyer-Brandis, Francesca Biagini, Andrea Mazzon, Katharina Oberpriller
Publication date: 29 January 2024
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2210.13804
Applications of stochastic analysis (to PDEs, etc.) (60H30) Interest rates, asset pricing, etc. (stochastic models) (91G30)
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