4 papers · 1 filter
Complex Markets and Mean Field Games: Beyond Basic Models
Agustín Muñoz González
This work builds on the theoretical frameworks presented in "Liquidity pools as mean field games: A new framework" and "Liquidity pools as mean field games with transaction costs"…
An Extension of Major-Minor Mean Field Game Theory
Agustín Muñoz González
This work extends the theory presented in Mean Field Games with a Dominating Player by Bensoussan, Chau and Yam on mean field games with a dominating player, to the case in which t…
Liquidity Pools as Mean Field Games with Transaction Costs
Agustín Muñoz González
This paper extends the theoretical framework introduced in Liquidity Pools as Mean Field Games: A New Framework, where the interactions among traders in a constant product market-m…
A New Framework for Modelling Liquidity Pools as Mean Field Games
Agustín Muñoz González, Juan I. Sequeira, Rafael Orive Illera
In this work, we present an application of the probabilistic weak formulation of mean field games (MFG) for modeling liquidity pools in a constant product automated market maker (A…