A mean field game of optimal portfolio liquidation (Q5026436)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A mean field game of optimal portfolio liquidation |
scientific article; zbMATH DE number 7470602
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A mean field game of optimal portfolio liquidation |
scientific article; zbMATH DE number 7470602 |
Statements
A Mean Field Game of Optimal Portfolio Liquidation (English)
0 references
8 February 2022
0 references
mean field game
0 references
portfolio liquidation
0 references
continuation method
0 references
singular FBSDE
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8402663469314575
0 references
0.8379244804382324
0 references
0.8222297430038452
0 references
0.8098322749137878
0 references
0.786781907081604
0 references
