Mean field game of controls and an application to trade crowding (Q1648897)
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scientific article; zbMATH DE number 6898614
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Mean field game of controls and an application to trade crowding |
scientific article; zbMATH DE number 6898614 |
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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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0.8328115940093994
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0.8325974345207214
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0.8222297430038452
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0.8221145272254944
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0.8107925057411194
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