Mean field game of controls and an application to trade crowding

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Publication:1648897

DOI10.1007/s11579-017-0206-zzbMath1397.91084arXiv1610.09904OpenAlexW3122588987MaRDI QIDQ1648897

Charles-Albert Lehalle, Pierre Cardaliaguet

Publication date: 5 July 2018

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.09904




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