Consistency of MLE for partially observed diffusions: application to market microstructure modeling

Sergey Nadtochiy
December 9, 2021

Stochastic Dynamic Graphon Games The Linear-Quadratic Case

Alexander Aurell
December 8, 2021

Optimal Execution with Stochastic Delay

Alvaro Cartea
December 8, 2021

Principal agent mean field games in Renewable Energy Certificate (REC) markets

Arvind Shrivats
December 8, 2021

Mean Field Game and Mean Field Control Q-Learning

Jean-Pierre Fouque
December 8, 2021

Optimal Execution with Quadratic Variation Inventories

Laura Leal
December 8, 2021

Mean-field games in Ito-diffusion markets with common noise under forward performance criteria

Thaleia Zariphopoulou
December 8, 2021

Deep Learning for Principal-Agent Mean Field Games

Sebastian Jaimungal
December 8, 2021

Inverting the Markovian projection, and local stochastic volatility models

Daniel Lacker
December 7, 2021