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arXiv · 2311.15793

Supplement Liquidity based modeling of asset price bubbles via random matching

Francesca Biagini·Andrea Mazzon·Thilo Meyer-Brandis·Katharina Oberpriller
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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.

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Francesca Biagini, Andrea Mazzon, Thilo Meyer-Brandis, Katharina Oberpriller. 2023-11-27. Supplement Liquidity based modeling of asset price bubbles via random matching. https://arxiv.org/abs/2311.15793

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