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Dynamic equilibrium of market making with price competition
Luo, Jialiang
;
Zheng, Harry
- In:
Dynamic games and applications : DGA
11
(
2021
)
3
,
pp. 556-579
Persistent link: https://www.econbiz.de/10012615211
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Deep neural network solution for finite state mean field game with error estimation
Luo, Jialiang
;
Zheng, Harry
- In:
Dynamic games and applications : DGA
13
(
2023
)
3
,
pp. 859-896
Persistent link: https://www.econbiz.de/10014327283
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