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Plenary Lecture 6: On Boltzmann-type and Free Boundary Models for Price Formation

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If you have a question about this talk, please contact Mustapha Amrani .

Free Boundary Problems and Related Topics

We present a theory for a price formation free boundary model formulated by Lasry and Lions. Also we introduce a mesoscopic Boltzmann-type model for price formation in economic markets of single goods, which gives the Lasry-Lions model in the limit of large trading frequency.

This talk is part of the Isaac Newton Institute Seminar Series series.

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W2.01, Cambridge Judge Business School Pfeiffer Room, Margaret Wileman Building (the main building), Hughes Hall RCEAL, University of English, Ground floor

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