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Mathematical Physics Seminar

In-Person Seminar: Kasper Larsen - Existence of a singular ODE with applications in financial economics

Location:  Hill 705
Date & time: Thursday, 15 February 2024 at 12:00PM - 1:00PM

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IN-PERSON MATHEMATICAL PHYSICS SEMINAR
RUTGERS UNIVERSITY
HILL 705
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IF YOU HAVE ANY QUESTIONS PLEASE EMAIL ME AT 

Kasper Larsen - Rutgers University

Date/Time/Location
Thursday,
February 15th, 12:00pm; Hill Center 705

Existence of a singular ODE with applications in financial economics

 

I will discuss the existence and uniqueness of a singular, non-linear, and path dependent ODE. As an application, we use the ODE solution to prove existence of an  equilibrium with homogenous power investors in the limited participation setting of Basak and Cuoco (1998).