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Yuri Ashrafyan

  1. A duality approach to a price formation MFG model
    2021/09/04 by Yuri Ashrafyan, Tigran Bakaryan, Ashrafyan, Yuri +5 · 3 citations
    Economics, Econometrics and Finance · #Economic theories and models
  2. A Fully-discrete Semi-Lagrangian scheme for a price formation MFG model
    2024/03/05 by Yuri Ashrafyan, Diogo A. Gomes, Ashrafyan, Yuri +1 · 3 citations
    Economics, Econometrics and Finance · #35Q89 #65M22 #Economic theories and models #FOS: Mathematics #Numerical Analysis (math.NA) #Stochastic processes and financial applications
  3. The Potential Method For Price-Formation Models
    2022/04/04 by Yuri Ashrafyan, Tigran Bakaryan, Ashrafyan, Yuri +5 · 1 citation
    Economics, Econometrics and Finance · #35Q89 #65C30 #Complex Systems and Time Series Analysis #FOS: Mathematics #Numerical Analysis (math.NA) #Stochastic processes and financial applications