Portfolio liquidation games with self‐exciting order flow (Q6054433)
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scientific article; zbMATH DE number 7743086
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Portfolio liquidation games with self‐exciting order flow |
scientific article; zbMATH DE number 7743086 |
Statements
Portfolio liquidation games with self‐exciting order flow (English)
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28 September 2023
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Hawkes process
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mean-field games
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portfolio liquidation
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singular terminal value
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stochastic games
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0.8221145272254944
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0.8098322749137878
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0.7941920757293701
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0.7937229871749878
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0.7863247394561768
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