Mean field portfolio games (Q2111248)
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scientific article; zbMATH DE number 7637402
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Mean field portfolio games |
scientific article; zbMATH DE number 7637402 |
Statements
Mean field portfolio games (English)
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28 December 2022
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mean field game
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portfolio game
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martingale optimality principle
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FBSDE
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0.8954651355743408
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0.8606904745101929
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0.8209983706474304
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0.8166502714157104
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