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

Henri Berestycki1, Regis Monneau2, José A Scheinkman3

  • 1CAMS, EHESS, 190-198, avenue de France, 75244 Paris Cedex 13, France hb@ehess.fr.

Philosophical Transactions. Series A, Mathematical, Physical, and Engineering Sciences
|October 8, 2014
PubMed

Keywords:
asset–price bubblefinitely lived financial assetfree boundaryheterogeneous beliefsnon-local problemobstacle problem

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