A mean field game price model with noise (Q2167465)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mean field game price model with noise |
scientific article |
Statements
A mean field game price model with noise (English)
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25 August 2022
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mean field games
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price formation
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common noise
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linear quadratic model
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constrained mean-field games
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equilibrium pricing
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