Graduate Student Seminar-Introduction of three models of price formation

Title:  Introduction of three models of price formation

Speaker: Chubo Deng

Date and Time: Friday, September 29, 1:00-2:00pm

Place: Rome 206

Abstract: Based on the observations of the real world price formation process, I will introduce three models. One is from J.-M. Lasry and P.L.Lions evolution model. I modify their model to get other two which will be applied to the real world situation. I will use real Bitcoin chart to illustrate my idea.