Numerical study of the stock market crises based on mean field games approach
type: Item
instance of: scholarly article
title: Numerical study of the stock market crises based on mean field games approach
zbMATH Open document ID: 1480.91320
author: N. V. Trusov
publication date: 2022-01-17T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 91G15
Mathematics Subject Classification ID: 91A16
Mathematics Subject Classification ID: 91A80
Mathematics Subject Classification ID: 35Q91
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 7457750
zbMATH Keywords: mean field games
zbMATH Keywords: ill-posedness
zbMATH Keywords: turnpike effect
zbMATH Keywords: trading execution model
zbMATH Keywords: numerical solution
MaRDI profile type: Publication
full work available at URL: jiip-2020-0016
OpenAlex ID: W3121092002
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DOI: 10.1515/JIIP-2020-0016
published in: Journal of Inverse and Ill-posed Problems
description: scientific article; zbMATH DE number 7457750