1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.PR2021
On the relation between Stratonovich and Ito integrals with functional integrands of conditional measure flows
Goncalo dos Reis, Vadim Platonov
In this small note we explicit the relation between Ito and Stratonovich integrals when conditional measure flow components are present in the integrands. The `correction' term inv…
q-fin.PM2020★ 1 cited
Forward utilities and Mean-field games under relative performance concerns
Goncalo dos Reis, Vadim Platonov
We introduce the concept of mean field games for agents using Forward utilities of CARA type to study a family of portfolio management problems under relative performance concerns.…