A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition (Q5024047)
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scientific article; zbMATH DE number 7465748
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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