Plenary Lecture 6: On Boltzmann-type and Free Boundary Models for Price Formation
Duration: 51 mins 21 secs
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| Description: |
Markowich, P (KAUST)
Wednesday 25 June 2014, 10:20-11:05 |
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| Created: | 2014-07-09 15:36 |
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| Collection: | Free Boundary Problems and Related Topics |
| Publisher: | Isaac Newton Institute |
| Copyright: | Markowich, P |
| Language: | eng (English) |
| Abstract: | We present a theory for a price formation free boundary model formulated by Lasry and Lions. Also we introduce a mesoscopic Boltzmann-type model for price formation in economic markets of single goods, which gives the Lasry-Lions model in the limit of large trading frequency.
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