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Filtering by: Contributor Osterrieder, Jörg Remove constraint Contributor: Osterrieder, Jörg

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Price Impact in the VIX Futures Market and Mean-Field Games in two Order Books

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PhD Dissertations1

Year

20221

Creator

Santawisook, Patchara1

Advisor

Sturm, Stephan1

Contributor

Blais, Marcel Y.1
Osterrieder, Jörg[remove]1
Papanicolaou, Andrew1
Song, Qingshuo1
Sturm, Stephan1
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Unit (Department)

Mathematical Sciences1

Publisher

Worcester Polytechnic Institute1

Resource type

Dissertation1

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