A Mean Field Game of Optimal Portfolio Liquidation (Q5026436)
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scientific article; zbMATH DE number 7470602
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Mean Field Game of Optimal Portfolio Liquidation |
scientific article; zbMATH DE number 7470602 |
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A Mean Field Game of Optimal Portfolio Liquidation (English)
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8 February 2022
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mean field game
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portfolio liquidation
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continuation method
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singular FBSDE
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