Mean-field liquidation games with market drop-out (Q6641082)

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scientific article; zbMATH DE number 7947059
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Mean-field liquidation games with market drop-out
scientific article; zbMATH DE number 7947059

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    Mean-field liquidation games with market drop-out (English)
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    20 November 2024
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    absorption
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    mean-field game
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    Nash equilibrium
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    nonlinear integral equations
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    portfolio liquidation
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