Numerical study of the stock market crises based on mean field games approach (Q2066941)

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scientific article; zbMATH DE number 7457750
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    Numerical study of the stock market crises based on mean field games approach
    scientific article; zbMATH DE number 7457750

      Statements

      Numerical study of the stock market crises based on mean field games approach (English)
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      17 January 2022
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      mean field games
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      ill-posedness
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      turnpike effect
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      trading execution model
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      numerical solution
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