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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| English | Numerical study of the stock market crises based on mean field games approach |
scientific article; zbMATH DE number 7457750 |
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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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0.7104398608207703
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0.7054262161254883
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0.7022387981414795
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0.6973004341125488
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