Saran Ahuja
From MaRDI portal
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Forward-backward stochastic differential equations with monotone functionals and mean field games with common noise Stochastic Processes and their Applications | 2019-09-19 | Paper |
| Limit order trading with a mean reverting reference price Risk and Decision Analysis | 2019-03-12 | Paper |
| Asymptotic analysis of mean field games with small common noise Asymptotic Analysis | 2018-05-30 | Paper |
| Well-posedness of mean field games with common noise under a weak monotonicity condition SIAM Journal on Control and Optimization | 2016-01-15 | Paper |
Research outcomes over time
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