Mean field portfolio games
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Publication:2111248
DOI10.1007/s00780-022-00492-9zbMath1505.91059arXiv2106.06185OpenAlexW4312200481MaRDI QIDQ2111248
Publication date: 28 December 2022
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.06185
Applications of game theory (91A80) Applications of stochastic analysis (to PDEs, etc.) (60H30) Portfolio theory (91G10) Mean field games (aspects of game theory) (91A16)
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Cites Work
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