Numerical study of the stock market crises based on mean field games approach (Q2066941)

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scientific article; zbMATH DE number 7457750
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English
Numerical study of the stock market crises based on mean field games approach
scientific article; zbMATH DE number 7457750

    Statements

    Numerical study of the stock market crises based on mean field games approach (English)
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    17 January 2022
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    mean field games
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    ill-posedness
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    turnpike effect
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    trading execution model
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    numerical solution
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