Mean‐field games with differing beliefs for algorithmic trading
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Publication:5855947
DOI10.1111/mafi.12237OpenAlexW3008053827MaRDI QIDQ5855947
Sebastian Jaimungal, Philippe Casgrain
Publication date: 23 March 2021
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.06101
Applications of game theory (91A80) Mean field games (aspects of game theory) (91A16) Financial markets (91G15)
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