市场规模波动下的抛物型自由边界价格形成模型
Parabolic free boundary price formation models under market size fluctuations
摘要：
在本文中，我们提出了一个扩展的Lasry-Lions价格形成模型，其中包括数量的买家和卖家的波动。我们分析了确定性和随机市场规模波动的情况下的模型，并提出了长期渐近行为的结果和数值证据和插图的周期，概周期和随机波动。数值模拟扩展了理论陈述，并进一步了解价格形成动态。
英文摘要：
In this paper we propose an extension of the Lasry-Lions price formation model which includes fluctuations of the numbers of buyers and vendors. We analyze the model in the case of deterministic and stochastic market size fluctuations and present results on the long time asymptotic behavior and numerical evidence and conjectures on periodic, almost periodic and stochastic fluctuations. The numerical simulations extend the theoretical statements and give further insights into price formation dynamics.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
