Pages that link to "Item:Q6054433"
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The following pages link to Portfolio liquidation games with self‐exciting order flow (Q6054433):
Displaying 7 items.
- Mean field game of controls and an application to trade crowding (Q1648897) (← links)
- An FBSDE approach to market impact games with stochastic parameters (Q2671645) (← links)
- A two-player portfolio tracking game (Q2675370) (← links)
- A STATE‐CONSTRAINED DIFFERENTIAL GAME ARISING IN OPTIMAL PORTFOLIO LIQUIDATION (Q5283403) (← links)
- Extended Mean Field Games with Singular Controls (Q5883153) (← links)
- A Mean-Field Game of Market-Making against Strategic Traders (Q6070673) (← links)
- Mean-field liquidation games with market drop-out (Q6641082) (← links)