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

Mean-field games and contract theory

Dylan Possamai
December 7, 2021

Optimal bidding strategies for digital advertising

Huyên Pham
December 7, 2021

A mean-field game of energy transition

Peter Tankov
December 7, 2021

Mean field games with absorption and common noise with a model of bank run

Luciano Campi
December 7, 2021

Mean field MDP and mean field RL

Mathieu Laurière
December 7, 2021