Mean-Field Game Strategies for Optimal Execution (Q5382635)
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scientific article; zbMATH DE number 7067397
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-Field Game Strategies for Optimal Execution |
scientific article; zbMATH DE number 7067397 |
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Mean-Field Game Strategies for Optimal Execution (English)
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18 June 2019
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algorithmic trading
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high-frequency trading
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optimal execution
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stochastic optimal control
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mean-field games and market microstructure theory
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