Asymptotics for a free boundary model in price formation

Nonlinear Analysis, Theory, Methods and Applications

Volumn 74, Issue 10, 2011, Pages 3269-3294

  González, María Del Mar ^a   Gualdani, Maria Pia ^b  

^a UNIVERSITAT POLITÈCNICA DE CATALUNYA   (Spain)

^b UNIVERSITY OF TEXAS AT AUSTIN   (United States)

Author keywords

Asymptotics; Center manifold; Free boundary; Price formation; Reactiondiffusion

Indexed keywords

ASYMPTOTICS; CENTER MANIFOLD; FREE BOUNDARY; PRICE FORMATION; REACTION DIFFUSION;

PERTURBATION TECHNIQUES;

COSTS;

EID: 79953743148     PISSN: 0362546X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.na.2011.02.005     Document Type: Article

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