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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:
2
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:
3
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:
4
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:
5
Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations
Fujii, Masaaki
-
2022
Persistent link: https://www.econbiz.de/10013461401
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6
Mean field equilibrium asset pricing model with habit formation
Fujii, Masaaki
;
Sekine, Masashi
-
2024
Persistent link: https://www.econbiz.de/10014543349
Saved in:
7
Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations
Fujii, Masaaki
-
2023
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This version: 21 June, 2023
Persistent link: https://www.econbiz.de/10014331895
Saved in:
8
Mean-field equilibrium price formation with exponential utility
Fujii, Masaaki
;
Sekine, Masashi
-
2023
-
The first version: 14 April, 2023
Persistent link: https://www.econbiz.de/10014266286
Saved in:
9
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
Saved in:
10
Supplementary file for "Sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach"
Saito, Taiga
;
Takahashi, Akihiko
-
2021
Persistent link: https://www.econbiz.de/10012616241
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