A mean-field game approach to price formation (Q2245619)

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A mean-field game approach to price formation
scientific article

    Statements

    title
    A mean-field game approach to price formation (English)
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    author
    Diogo Aguiar Gomes
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    João Saúde
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    publication date
    15 November 2021
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    zbMATH Keywords
    mean-field games
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    price formation
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    monotonicity methods
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    Identifiers

    Mathematics Subject Classification ID
    91B24
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    91A16
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    91A80
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    zbMATH DE Number
    7426463
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