Supplement Liquidity based modeling of asset price bubbles via random matching
Mathematical Finance
2023-11-28 v1
Abstract
This is a supplement to the paper "Liquidity based modeling of asset price bubbles via random matching". The supplement is organized as follows. First, we prove Theorem 3.13 in [1] which provides the existence of the dynamical system D introduced in Definition 3.6 in [1]. Second, we show some properties of D which are summarized in Theorem 3.14 in [1]. In the following, we only state the basic setting and refer to [1] for definitions.
Cite
@article{arxiv.2311.15793,
title = {Supplement Liquidity based modeling of asset price bubbles via random matching},
author = {Francesca Biagini and Andrea Mazzon and Thilo Meyer-Brandis and Katharina Oberpriller},
journal= {arXiv preprint arXiv:2311.15793},
year = {2023}
}
Comments
arXiv admin note: substantial text overlap with arXiv:2210.13804