Saran Ahuja

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Forward-backward stochastic differential equations with monotone functionals and mean field games with common noise
Stochastic Processes and their Applications
2019-09-19Paper
Limit order trading with a mean reverting reference price
Risk and Decision Analysis
2019-03-12Paper
Asymptotic analysis of mean field games with small common noise
Asymptotic Analysis
2018-05-30Paper
Well-posedness of mean field games with common noise under a weak monotonicity condition
SIAM Journal on Control and Optimization
2016-01-15Paper


Research outcomes over time


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