2026-04-13T07:17:09Zhttps://recercat.cat/oai/requestoai:recercat.cat:2099.1/231122025-07-22T17:41:25Zcom_2072_1033col_2072_452951
A model in price formation
Anwasia, Benjamin
Universitat Politècnica de Catalunya. Departament de Matemàtica Aplicada I
González Nogueras, María del Mar
Solà-Morales Rubió, Joan de
Àrees temàtiques de la UPC::Matemàtiques i estadística::Equacions diferencials i integrals::Equacions en derivades parcials
Differential equations, Parabolic
Mathematical Modelling
Free Boundary
Price Formation
Stability
Bifurcation
Travelling Wave
Equacions diferencials parabòliques
Classificació AMS::35 Partial differential equations::35K Parabolic equations and systems
In this thesis a particular example of a price formation model was studied. The model consist of a (large) group of buyers and a (large) group of vendors trading a particular good at a certain price. The model is given by a nonlinear, parabolic free boundary evolution equation that describes the dynamical behaviour of buyers and vendors which in turn defines the price. The original model introduced by J.M Lasry and P. Lions always stabilizes so a modification of the original model was presented and studied.
2014-07
Master thesis
https://hdl.handle.net/2099.1/23112
FME-1076
eng
http://creativecommons.org/licenses/by-nc-nd/3.0/es/
Open Access
application/pdf
Universitat Politècnica de Catalunya