On a Boltzmann-type price formation model

Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences

Volumn 469, Issue 2157, 2013, Pages

  Burger, Martin ^a   Caffarelli, Luis ^b   Markowich, Peter A ^c   Wolfram, Marie Therese ^d  

^a UNIVERSITY OF MÜNSTER   (Germany)

^b UNIVERSITY OF TEXAS AT AUSTIN   (United States)

^c KING ABDULLAH UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Saudi Arabia)

^d UNIVERSITY OF VIENNA   (Austria)

Author keywords

Asymptotics; Boltzmann type equation; Free boundary; Numerical simulations; Price formation

Indexed keywords

COMPUTER SIMULATION; COSTS;

ASYMPTOTICS; BOLTZMANN; FREE BOUNDARY; MATHEMATICAL ANALYSIS; NUMERICAL EXPERIMENTS; PRICE DYNAMICS; PRICE FORMATION; TRANSACTION RATES;

BOLTZMANN EQUATION;

EID: 84883869335     PISSN: 13645021     EISSN: 14712946     Source Type: Journal    
DOI: 10.1098/rspa.2013.0126     Document Type: Article

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