Price Formation in Financial Markets: A Mean-Field Game Perspective

STEAM-H: Science, Technology, Engineering, Agriculture, Mathematics & Health 2026 Book chapter

View at publisher
Authors: David Evangelista, Yuri F. Saporito, Yuri Thamsten
DOI: 10.1007/978-3-031-97733-6_3
Cited by: 0
References: 46

Fields of Study & Subjects

Stochastic processes and financial applications Financial Markets and Investment Strategies Complex Systems and Time Series Analysis

Publication details

Journal / source
STEAM-H: Science, Technology, Engineering, Agriculture, Mathematics & Health
Pages
71–90
Publication date
1 January 2026
Language
EN
Document type
Book chapter