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

We consider an evolution non-local free boundary problem that arises in the modelling of speculative bubbles. The solution of the model is the speculative component in the price of an asset. In the framework of viscosity solutions, we show the existence and uniqueness of the solution. We also show t...

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Detalhes bibliográficos
Main Authors: Berestycki, Henri, Monneau, Regis, Scheinkman, José A.
Formato: Artigo
Idioma:Inglês
Publicado em: The Royal Society Publishing 2014
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC4186254/
https://ncbi.nlm.nih.gov/pubmed/25288815
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1098/rsta.2013.0404
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