Pages that link to "Item:Q300838"

The following pages link to Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis (Q300838):

Displaying 25 items.

• Existence of a solution to an equation arising from the theory of mean field games (Q496756) (← links)
• Rate control under heavy traffic with strategic servers (Q670732) (← links)
• Existence and uniqueness result for mean field games with congestion effect on graphs (Q887163) (← links)
• Stochastic differential game in high frequency market (Q1737914) (← links)
• Ergodic mean field games with Hörmander diffusions (Q1800858) (← links)
• Homogenization of the backward-forward mean-field games systems in periodic environments (Q2039119) (← links)
• Universal behavior in non-stationary mean field games (Q2213254) (← links)
• Continuous-time mean field games with finite state space and common noise (Q2234321) (← links)
• A mean-field game approach to price formation (Q2245619) (← links)
• A dynamic model of the limit order book (Q2284921) (← links)
• Mean field games models -- a brief survey (Q2514573) (← links)
• Modeling and computation of mean field game with compound carbon abatement mechanisms (Q2666726) (← links)
• High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact (Q4607045) (← links)
• Ergodicity and Diffusivity of Markovian Order Book Models: A General Framework (Q4607054) (← links)
• Endogenous Formation of Limit Order Books: Dynamics Between Trades (Q4641739) (← links)
• Mean Field Control and Mean Field Game Models with Several Populations (Q4644815) (← links)
• Optimal inventory management and order book modeling (Q4967868) (← links)
• Equilibrium Model of Limit Order Books: A Mean-Field Game View (Q5050094) (← links)
• Optimal Liquidity-Based Trading Tactics (Q5084495) (← links)
• Controlling Propagation of Epidemics via Mean-Field Control (Q5150900) (← links)
• Computational Methods for First-Order Nonlocal Mean Field Games with Applications (Q5164010) (← links)
• A STATE‐CONSTRAINED DIFFERENTIAL GAME ARISING IN OPTIMAL PORTFOLIO LIQUIDATION (Q5283403) (← links)
• Parabolic Free Boundary Price Formation Models Under Market Size Fluctuations (Q5298157) (← links)
• Bridging mean-field games and normalizing flows with trajectory regularization (Q6158110) (← links)
• A unified approach to linear-quadratic-Gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeability (Q6165241) (← links)