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Applicable Analysis
An International Journal
Volume 99, 2020 - Issue 6
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Articles

Price formation model with zero-Neumann boundary condition

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Pages 942-958 | Received 25 Jun 2018, Accepted 10 Aug 2018, Published online: 10 Sep 2018

References

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  • Caffarelli LA, Markowich PA, Wolfram M-T. On a price formation free boundary model by Lasry and Lions: the Neumann problem. Comput R Math. 2011;349(15–16):841–844.
  • Chayes L, del Mar González M, Gualdani MP, et al. Global existence and uniqueness of solutions to a model of price formation. SIAM J Math Anal. 2009;41(5):2107–2135. doi: 10.1137/090753346
  • del Mar González M, Gualdani MP. Asymptotics for a free boundary model in price formation. Nonlinear Anal Theory Meth Appl. 2011;74(10):3269–3294. doi: 10.1016/j.na.2011.02.005
  • del Mar González M, Gualdani MP, Solá-Morales J. Instability and bifurcation in a trend depending price formation model. Acta Appl Math. 2016;144(1):121–136. doi: 10.1007/s10440-016-0043-8
  • Markowich P, Teichmann J, Wolfram M-T. Parabolic free boundary price formation models under market size fluctuations. Multiscale Model Simul. 2016;14(4):1211–1237. doi: 10.1137/16M1066099

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