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Mean Field Game of Optimal Relative Investment with Jump Risk - MaRDI portal

Mean Field Game of Optimal Relative Investment with Jump Risk

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Publication:6374309

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DOI10.1007/S11425-021-2109-3arXiv2108.00799MaRDI QIDQ6374309

Xiang Yu, Li Jun Bo, Shihua Wang

Publication date: 2 August 2021

Mathematics Subject Classification ID

Applications of game theory (91A80) Financial applications of other theories (91G80) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Mean field games (aspects of game theory) (91A16)

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