Strong Convergence to the Mean Field Limit of a Finite Agent Equilibrium
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Publication:5080129
DOI10.1137/21M1441055zbMath1489.91282arXiv2010.09186OpenAlexW3093308966MaRDI QIDQ5080129
Akihiko Takahashi, Masaaki Fujii
Publication date: 31 May 2022
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.09186
Interest rates, asset pricing, etc. (stochastic models) (91G30) Heterogeneous agent models (91B69) Mean field games (aspects of game theory) (91A16)
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Cites Work
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