Regis Monneau

Université Paris Est - CERMICS

6 et 8 avenue Blaise Pascal

Marne-la-Vallée, Champs sur marne 77420

France

  • Université Paris Est - CERMICS

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Scholarly Papers (2)

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1.

Bubbles in Assets with Finite Life

Number of pages: 39 Posted: 12 Jun 2015 Last Revised: 16 May 2019
Henri Berestycki, Cameron Bruggeman, Regis Monneau and José A. Scheinkman
Centre d’Analyse et de Mathématique Sociales (CAMS, CNRS-EHESS), Columbia University, Université Paris Est - CERMICS and Columbia University
Downloads 421 (128,575)
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Asset-price bubble, finitely-lived financial asset, heterogeneous beliefs, non-local free boundary problem, dynamic programming, stochastic control..

2.

A Non Local Free Boundary Problem Arising in a Theory of Financial Bubbles

Number of pages: 56 Posted: 04 Nov 2013 Last Revised: 13 Nov 2013
Henri Berestycki, Regis Monneau and José A. Scheinkman
Centre d’Analyse et de Mathématique Sociales (CAMS, CNRS-EHESS), Université Paris Est - CERMICS and Columbia University
Downloads 252 (222,599)
Citation 1

Abstract:

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Asset-price bubble, finitely lived financial asset, heterogeneous beliefs, obstacle problem, free boundary, non local problem