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RePEc
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ECONIS (ZBW)
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A mean field game approach to equilibrium pricing with market clearing condition
Fujii, Masaaki
;
Takahashi, Akihiko
-
2020
-
Revised in October 2020
Persistent link: https://www.econbiz.de/10012888511
Saved in:
2
Equilibrium price formation with a major player and its mean field limit
Fujii, Masaaki
;
Takahashi, Akihiko
-
2021
-
This version: 12 March, 2021
Persistent link: https://www.econbiz.de/10012616255
Saved in:
3
Equilibrium price formation with a major player and its mean field limit
Fujii, Masaaki
;
Takahashi, Akihiko
-
2022
-
This version: 14 February, 2022
Persistent link: https://www.econbiz.de/10013271713
Saved in:
4
A mean field game approach to equilibrium pricing with market clearing condition
Fujii, Masaaki
;
Takahashi, Akihiko
-
2021
-
This version: 25 September, 2021
Persistent link: https://www.econbiz.de/10012813504
Saved in:
5
Strong convergence to the mean-field limit of a finite agent equilibrium
Fujii, Masaaki
;
Takahashi, Akihiko
-
2021
-
This version: 10 December, 2021
Persistent link: https://www.econbiz.de/10012813661
Saved in:
6
A mean field game approach to equilibrium pricing with market clearing condition
Fujii, Masaaki
;
Takahashi, Akihiko
-
2021
Persistent link: https://www.econbiz.de/10013339050
Saved in:
7
Strong convergence to the mean-field limit of a finite agent equilibrium
Fujii, Masaaki
;
Takahashi, Akihiko
-
2021
Persistent link: https://www.econbiz.de/10013339097
Saved in:
8
A finite agent equilibrium in an incomplete market and its strong convergence to the mean-field limit
Fujii, Masaaki
;
Takahashi, Akihiko
-
2020
Persistent link: https://www.econbiz.de/10013334658
Saved in:
9
Equilibrium price formation with a major player and its mean field limit
Fujii, Masaaki
;
Takahashi, Akihiko
-
2021
-
Revised in March 2021, and February 2022
Persistent link: https://www.econbiz.de/10013335011
Saved in:
10
A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko
;
Tsuchida, Yoshifumi
;
Yamada, Toshihiro
-
2021
-
This version : August 10, 2021
Persistent link: https://www.econbiz.de/10012616192
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