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Price formation in financial markets: a game-theoretic perspective. (2022). Evangelista, David ; Thamsten, Yuri ; Saporito, Yuri.
In: Papers.
RePEc:arx:papers:2202.11416.

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  1. Mean-field Equilibrium Price Formation with Exponential Utility. (2023). Sekine, Masashi ; Fujii, Masaaki.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2023cf1210.

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  2. Mean-field equilibrium price formation with exponential utility. (2023). Sekine, Masashi ; Fujii, Masaaki.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf559.

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  3. Approximately optimal trade execution strategies under fast mean-reversion. (2023). Thamsten, Yuri ; Evangelista, David.
    In: Papers.
    RePEc:arx:papers:2307.07024.

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  4. Mean-field equilibrium price formation with exponential utility. (2023). Sekine, Masashi ; Fujii, Masaaki.
    In: Papers.
    RePEc:arx:papers:2304.07108.

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  5. Equilibrium Pricing of Securities in the Co-presence of Cooperative and Non-cooperative Populations. (2022). Fujii, Masaaki.
    In: Papers.
    RePEc:arx:papers:2209.12639.

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