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The group behavior analysis of the high-frequency traders based on mean field games approach (Q6626994)

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scientific article; zbMATH DE number 7933888
Language Label Description Also known as
English
The group behavior analysis of the high-frequency traders based on mean field games approach
scientific article; zbMATH DE number 7933888

    Statements

    title
    The group behavior analysis of the high-frequency traders based on mean field games approach (English)
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    author
    L. V. Egorov
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    N. V. Trusov
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    publication date
    29 October 2024
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    zbMATH Keywords
    mean field games
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    ill-posedness
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    turnpike
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    trading execution model
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    Riccati equations
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    Identifiers

    Mathematics Subject Classification ID
    49N45
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    49N90
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    49N80
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    91A16
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    49J15
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    zbMATH DE Number
    7933888
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