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[1]
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Optimal solution of the liquidation problem under execution and price impact risks
Quantitative Finance,
2022
DOI:10.1080/14697688.2022.2047219
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[2]
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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
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[3]
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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
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[4]
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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
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[5]
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Numerical Solution of Mean Field Games Problems with Turnpike Effect
Lobachevskii Journal of Mathematics,
2020
DOI:10.1134/S1995080220040253
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