Parabolic Free Boundary Price Formation Models Under Market Size Fluctuations
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Author / Producer
Date
2016
Publication Type
Journal Article
ETH Bibliography
yes
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Publication status
published
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Book title
Journal / series
Volume
14 (4)
Pages / Article No.
1211 - 1237
Publisher
SIAM
Event
Edition / version
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Software
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Date created
Subject
Lasry and Lions price formation model; Mass fluctuations; Long time asymptotics
Organisational unit
03845 - Teichmann, Josef / Teichmann, Josef