A mean-field game approach to price formation (Q2245619): Difference between revisions

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+Two numerical approaches to stationary mean-field games
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+Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
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+On a Boltzmann-type price formation model
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+Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis
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+Mean field games. I: The stationary case
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+Mean field games
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+ON A PARABOLIC FREE BOUNDARY EQUATION MODELING PRICE FORMATION
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