Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem
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Publication:6381996
DOI10.1007/S10479-023-05293-7arXiv2111.01783OpenAlexW3209659811MaRDI QIDQ6381996
Stefan Rigger, Christoph Reisinger, Christa Cuchiero
Publication date: 2 November 2021
Full work available at URL: https://doi.org/10.1007/s10479-023-05293-7
PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Mean field games and control (49N80) Financial networks (including contagion, systemic risk, regulation) (91G45)
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