Mean field games and systemic risk (Q2348483): Difference between revisions

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Latest revision as of 04:45, 19 April 2024

scientific article
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Mean field games and systemic risk
scientific article

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    Mean field games and systemic risk (English)
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    12 June 2015
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    systemic risk
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    inter-bank borrowing/lending
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    diffusion processes
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    mean field games
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    Nash equilibrium
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