Supplement Liquidity based modeling of asset price bubbles via random matching

Francesca Biagini, Andrea Mazzon, Thilo Meyer-Brandis and Katharina Oberpriller

Papers from arXiv.org

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.

Date: 2023-11
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://arxiv.org/pdf/2311.15793 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2311.15793

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().