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PARABOLIC FREE BOUNDARY PRICE FORMATION MODELS UNDER MARKET SIZE FLUCTUATIONS
Journal article   Peer reviewed

PARABOLIC FREE BOUNDARY PRICE FORMATION MODELS UNDER MARKET SIZE FLUCTUATIONS

Peter Markowich, Josef Teichmann and Marie-Therese Wolfram
Multiscale modeling & simulation, Vol.14(4), pp.1211-1237
01/01/2016

Abstract

Mathematics Mathematics, Interdisciplinary Applications Physical Sciences Physics Physics, Mathematical Science & Technology

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