On a price formation free boundary model by Lasry and Lions
Author:
Publisher
Elsevier BV
Subject
General Mathematics
Reference4 articles.
1. Global existence and uniqueness of solutions to a model of price formation;Chayes;SIAM J. Math. Anal.,2009
2. Asymptotics for a free-boundary problem in price formation;González;Nonlinear Anal., Theory Methods Appl.,2011
3. Mean field games;Lasry;Jpn. J. Math.,2007
4. On a parabolic free boundary equation modeling price formation;Markowich;Math. Models Methods Appl. Sci.,2009
Cited by 17 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model;SIAM Journal on Financial Mathematics;2023-01-19
2. A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics;SIAM Journal on Financial Mathematics;2021-01
3. A mean field game price model with noise;Mathematics in Engineering;2021
4. Data assimilation in price formation;Inverse Problems;2020-05-28
5. A Mean-Field Game Approach to Price Formation;Dynamic Games and Applications;2020-02-17
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3