has been cited by the following article(s):
[1]
|
Analysis of the Stock Market Crisis Based on Mean Field Games Concept
Lobachevskii Journal of Mathematics,
2024
DOI:10.1134/S1995080224010311
|
|
|
[2]
|
The group behavior analysis of the high-frequency traders based on Mean Field Games approach
Journal of Inverse and Ill-posed Problems,
2024
DOI:10.1515/jiip-2024-0040
|
|
|
[3]
|
Optimal solution of the liquidation problem under execution and price impact risks
Quantitative Finance,
2022
DOI:10.1080/14697688.2022.2047219
|
|
|
[4]
|
Mean field game equations with underlying jump-diffusion process
APPLICATION OF MATHEMATICS IN TECHNICAL AND NATURAL SCIENCES: 13th International Hybrid Conference for Promoting the Application of Mathematics in Technical and Natural Sciences - AMiTaNS’21,
2022
DOI:10.1063/5.0100745
|
|
|
[5]
|
Numerical study of the stock market crises based on mean field games approach
Journal of Inverse and Ill-posed Problems,
2021
DOI:10.1515/jiip-2020-0016
|
|
|
[6]
|
Numerical study of the stock market crises based on mean field games approach
Journal of Inverse and Ill-posed Problems,
2021
DOI:10.1515/jiip-2020-0016
|
|
|
[7]
|
Numerical Solution of Mean Field Games Problems with Turnpike Effect
Lobachevskii Journal of Mathematics,
2020
DOI:10.1134/S1995080220040253
|
|
|