Julian Gutierrez

Publication Activity (10 Years)

Years Active: 2022-2023
Publications (10 Years): 3

Top Topics

Prior Information

Multiple Models

Monte Carlo Simulation

Optimization Method

Top Venues

SIAM J. Financial Math.

Publications

Diogo Gomes, Julian Gutierrez, Ricardo Ribeiro
A Random-Supply Mean Field Game Price Model. SIAM J. Financial Math. 14 (1) (2023)
Yuri Ashrafyan, Tigran Bakaryan, Diogo Gomes, Julian Gutierrez
The potential method for price-formation models. CDC (2022)
Yuri Ashrafyan, Tigran Bakaryan, Diogo Gomes, Julian Gutierrez
The Potential Method For Price-Formation Models. CoRR (2022)