Works matching Bank of Montreal (BMO Financial Group)

Mean-Field Game Strategies for Optimal Execution.

Published in:

Applied Mathematical Finance, 2019, v. 26, n. 2, p. 153, doi. 10.1080/1350486X.2019.1603183

By:

• Huang, Xuancheng;
• Jaimungal, Sebastian;
• Nourian, Mojtaba

Publication type:

Article