Mean field game of controls and an application to trade crowding (Q1648897): Difference between revisions

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Latest revision as of 01:34, 16 July 2024

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Mean field game of controls and an application to trade crowding
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    Mean field game of controls and an application to trade crowding (English)
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    5 July 2018
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    mean field games
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    market microstructure
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    crowding
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    optimal liquidation
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    optimal trading
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    optimal stochastic control
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