A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition (Q5024047): Difference between revisions

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Revision as of 20:38, 27 July 2024

scientific article; zbMATH DE number 7465748
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English
A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition
scientific article; zbMATH DE number 7465748

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    A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition (English)
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    28 January 2022
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    FBSDE of McKean-Vlasov type
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    common noise
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    general equilibrium
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