Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations (Q6138485)
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scientific article; zbMATH DE number 7734428
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations |
scientific article; zbMATH DE number 7734428 |
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Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations (English)
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5 September 2023
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market clearing
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mean-field games
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extended mean-field control
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controlled-FBSDEs
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