A non-local free boundary problem arising in a theory of financial bubbles

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

Volumn 372, Issue 2028, 2014, Pages

  Berestycki, Henri ^a   Monneau, Regis ^b   Scheinkman, José A ^c,d  

^a ÉCOLE DES HAUTES ÉTUDES EN SCIENCES SOCIALES   (France)

^b UNIVERSITÉ PARIS EST   (France)

^c Och Spine at New York Presbyterian Hospitals   (United States)

^d PRINCETON UNIVERSITY   (United States)

Author keywords

Asset Price bubble; Finitely lived financial asset; Free boundary; Heterogeneous beliefs; Non local problem; Obstacle problem

Indexed keywords

COSTS;

ASSET - PRICE BUBBLE; FINANCIAL ASSETS; FREE BOUNDARY; HETEROGENEOUS BELIEFS; NONLOCAL PROBLEMS; OBSTACLE PROBLEMS;

BOUNDARY VALUE PROBLEMS;

EID: 84907867252     PISSN: 1364503X     EISSN: None     Source Type: Journal    
DOI: 10.1098/rsta.2013.0404     Document Type: Article

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