Articles
Olivier Guéant, Adrian Iuga, Charles-Albert Lehalle
jeudi 22 octobre 2009
Controlled simulations of high frequency markets : a Mean Field Game approach
Controlled simulations of high frequency markets : a Mean Field Game approach
Olivier Guéant, Adrian Iuga, Charles-Albert Lehalle
Published in Econophysics of Order-driven Markets: Proceedings of Econophys-Kolkata V
Olivier Guéant, Adrian Iuga, Charles-Albert Lehalle
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