A Trading Execution Model Based on Mean Field Games and Optimal Control

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Applied Mathematics

ISSN Print: 2152-7385
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"A Trading Execution Model Based on Mean Field Games and Optimal Control"
written by Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli,
published by Applied Mathematics, Vol.5 No.19, 2014

has been cited by the following article(s):

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CrossRef

[1]	Analysis of the Stock Market Crisis Based on Mean Field Games Concept
	Lobachevskii Journal of Mathematics, 2024

[2]	Properties of moments of density for nonlocal mean field game equations with a quadratic cost function
	arXiv preprint arXiv:2301.07076, 2023

[3]	Optimal solution of the liquidation problem under execution and price impact risks
	Quantitative Finance, 2022

[4]	Mean field game equations with underlying jump-diffusion process
	AIP Conference Proceedings, 2022

[5]	Numerical study of the stock market crises based on mean field games approach
	2021

[6]	Optimal solution of the liquidation problem under execution risk
	2020

[7]	Jeux à champ moyen Etude et Applications
	2020

[8]	Numerical Solution of Mean Field Games Problems with Turnpike Effect
	2020

[9]	NUMERICAL SOLUTION OF MEAN FIELD GAMES APPLICATION TO ECONOMIC PROCESSES MODELING
	2019

[10]	ПРИБЛИЖЕНИЕ СРЕДНЕГО ПОЛЯ В МОДЕЛЯХ ГРУППОВОЙ ДИНАМИКИ НА ФИНАНСОВЫХ РЫН-КАХ КИТАЯ
	2018

[11]	Приближение среднего поля в моделях групповой динамики на финансовых рынках Китая
	2018

[12]	Применение аппроксимации" среднего поля" в моделировании экономических процессов
	2018

[13]	Étude de quelques modèles issus de la théorie des jeux en champ moyen
	2016

[14]	Etude de quelques modèles issus de la théorie des jeux en champ moyen
	Thesis, 2016

[1]	Optimal solution of the liquidation problem under execution and price impact risks Quantitative Finance, 2022 DOI:10.1080/14697688.2022.2047219

[2]	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

[3]	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

[4]	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

[5]	Numerical Solution of Mean Field Games Problems with Turnpike Effect Lobachevskii Journal of Mathematics, 2020 DOI:10.1134/S1995080220040253

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