7 citations · 28 across the 16 of their papers we have counts for
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math.AP2021★ 3 cited
A duality approach to a price formation MFG model
Yuri Ashrafyan, Tigran Bakaryan, Diogo Gomes +1
We study the connection between the Aubry-Mather theory and a mean-field game (MFG) price-formation model. We introduce a framework for Mather measures that is suited for constrain…
math.AP2021★ 2 cited
A random-supply Mean Field Game price model
Diogo Gomes, Julian Gutierrez, Ricardo Ribeiro
We consider a market where a finite number of players trade an asset whose supply is a stochastic process. The price formation problem consists of finding a price process that ensu…