Pages that link to "Item:Q5026436"
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The following pages link to A Mean Field Game of Optimal Portfolio Liquidation (Q5026436):
Displaying 21 items.
- The entry and exit game in the electricity markets: a mean-field game approach (Q2068791) (← links)
- Mean field portfolio games (Q2111248) (← links)
- Portfolio liquidation under factor uncertainty (Q2117436) (← links)
- A two-player portfolio tracking game (Q2675370) (← links)
- A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition (Q5024047) (← links)
- A Maximum Principle Approach to a Deterministic Mean Field Game of Control with Absorption (Q5045004) (← links)
- Equilibrium price formation with a major player and its mean field limit (Q5066570) (← links)
- Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations (Q5074077) (← links)
- Strong Convergence to the Mean Field Limit of a Finite Agent Equilibrium (Q5080129) (← links)
- Mean-Field Game Strategies for Optimal Execution (Q5382635) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- Extended Mean Field Games with Singular Controls (Q5883153) (← links)
- Price formation and optimal trading in intraday electricity markets (Q5970800) (← links)
- A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets (Q6054427) (← links)
- Portfolio liquidation games with self‐exciting order flow (Q6054433) (← links)
- Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations (Q6138485) (← links)
- Trading with the crowd (Q6146670) (← links)
- Instabilities in multi-asset and multi-agent market impact games (Q6549605) (← links)
- Optimal trade execution under small market impact and portfolio liquidation with semimartingale strategies (Q6565560) (← links)
- Nash equilibria for relative investors with (non)linear price impact (Q6594799) (← links)
- Mean-field liquidation games with market drop-out (Q6641082) (← links)