A McKean-Vlasov game of commodity production, consumption and trading (Q2171035)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A McKean-Vlasov game of commodity production, consumption and trading |
scientific article |
Statements
A McKean-Vlasov game of commodity production, consumption and trading (English)
0 references
23 September 2022
0 references
price manipulation
0 references
indifference pricing
0 references
linear-quadratic stochastic differential games
0 references
weak martingale optimality principle
0 references
Riccati equations
0 references
mean-field BSDEs
0 references
0 references
0 references
0 references
