Mathematics
Stochastics
100%
Nash Equilibrium
68%
Stochastic Differential Equation
54%
Optimal Control Theory
49%
Monte Carlo
31%
Numerical Solution
28%
Call Option
28%
American Option
28%
Control Problems
28%
Arbitrage
24%
Weak Formulation
22%
Convergence Analysis
21%
Partial Differential Equation
21%
Weak Solution
21%
Closed Loop
21%
Approximates
20%
Numerical Experiment
18%
Numerical Example
18%
Brownian Motion
17%
Continuous Time
17%
Master Equation
17%
Strong Solution
17%
Stochastic Process
17%
Numerical Approach
16%
Abstract Set
14%
Sufficient Condition
14%
Asymptotic Behavior
14%
Credit Portfolio
14%
Concludes
14%
Optimality
14%
Continuous Spectra
14%
Stochastic Differential
14%
Statistical Distribution
14%
Utility Function
14%
Eigenfunction
14%
Interacting Particle Systems
14%
Potential Function
13%
Optimal Control Problem
13%
Neural Network
11%
Viscosity Solution
10%
Simple Model
10%
Classical Theory
10%
Asymptotics
10%
Quadratic Model
10%
Backward Equation
10%
Differential Calculus
10%
Classical Solution
10%
Numerical Methods
9%
Numerical Scheme
9%
Upper Bound
9%
Path Space
9%
Ordinary Differential Equation
9%
Observed Data
7%
American Contingent Claim
7%
Differential Game
7%
Process Parameter
7%
Diffusion Approximation
7%
Electric Field
7%
Variational Problem
7%
Gaussian Process
7%
Fitted Model
7%
Jacobi Matrix
7%
Spectral Theory
7%
External Field
7%
Systems Of Partial Differential Equations
7%
Conditionals
7%
Minimizes
7%
Markov Process Model
7%
Quadratic Variation
7%
Existence Result
7%
Statistical Test
7%
Implied Volatility
7%
Regular Diffusion
7%
Uniform Distribution
7%
Noncooperative Game
7%
Function Value
7%
Wavelet
7%
Equilibrium Price
7%
Systemic Risk
7%
Gaussian Measure
7%
Point Theorem
7%
Mathematical Proof
7%
Lyapunov Exponent
7%
Mean-Field Model
7%
One Dimension
7%
Stationary Solution
7%
Random Case
7%
Existence Theory
7%
Wavelet Analysis
7%
Minkowski Dimension
7%
Open Domain
7%
Geometric Brownian Motion
7%
time interval τ
7%
Diffusion Process
7%
Partial Differential Equation System
7%
SIR Model
7%
Equilibrium Model
7%
Dynamic Models
7%
Mathematical Analysis
7%
Measurability
7%
Keyphrases
Mean Field Games
100%
Schrdinger Operators
35%
Nash Equilibrium
31%
Market Model
27%
Game Model
26%
Spread Options
24%
Hedging
22%
Mean Field Games with Common Noise
21%
Forward-backward Stochastic Differential Equations
21%
McKean-Vlasov
21%
Mathematical Framework
18%
European Options
18%
Major Player
17%
Probabilistic Approach
17%
Dynamic Model
17%
Random Potential
17%
Mean-field Control
16%
Probabilistic Theory
16%
Price Formation
15%
Minor Players
15%
Cap-and-trade Policy
15%
Commodity Markets
15%
Spot Price
15%
Tangent Model
14%
Reduced-form Model
14%
Numerical Solution
14%
Absolutely Continuous
14%
Mean Field Control Problem
14%
Credit Portfolio Loss
14%
Pricing Theory
14%
Optimal Execution
14%
Financial Engineering
14%
Graphon Games
14%
Indifference Price
14%
Systemic Risk
14%
Dynamic Calibration
14%
Particle Method
14%
Stochastic Differential Game
13%
Optimal Control
11%
Local Volatility
11%
Nonlinear Stochastic Dynamical System
10%
Timing Games
10%
Interacting Particle Systems
10%
Emissions Trading Scheme
10%
Convergence Analysis
10%
Mean Analysis
10%
Wavelet Transform
10%
Terminal Condition
10%
Equity Markets
10%
Stochastic Processes
10%
Differential Calculus
10%
Electricity Price
10%
Common Noise
10%
McKean-Vlasov Dynamics
9%
European Union Emissions Trading System (EU ETS)
9%
Drift Condition
9%
Implied Volatility Surface
9%
Master Equation
9%
Price Impact
9%
Numerical Experiments
9%
Risk-neutral
8%
Electricity Market
8%
Simulation Method
8%
Utility Indifference Pricing
8%
Fixed Income Markets
8%
Asset Valuation
8%
Absence of Arbitrage
8%
Finite State Space
7%
Mathematical Generalization
7%
American Contingent Claims
7%
Constructive Solutions
7%
Existence of Optimal Controls
7%
Exponential Behavior
7%
Multiple Stopping
7%
Two-parameter Processes
7%
Swing Options
7%
Swing Contracts
7%
Local Limit
7%
Numerical Approximation Algorithm
7%
Duopoly
7%
Broker
7%
Credit Market
7%
Parabolic Stochastic Partial Differential Equations
7%
Economic Theory
7%
Financial Economics
7%
Stackelberg
7%
Neumann Heat Kernel
7%
Second Volume
7%
Self-financing
7%
Inverse Spectral Theory
7%
W-function
7%
Jacobi Matrix
7%
Random Jacobi Matrices
7%
Herglotz Functions
7%
Forward Prices
7%
Central Bank
7%
Limit Order Book Market
7%
Financial Mathematics
7%
Mean Field Reinforcement Learning
7%
Sea Bottom
7%