Mean-field liquidation games with market drop-out

DOI10.1111/mafi.12429MaRDI QIDQ6641082

Ulrich Horst, Paul Hager, Guanxing Fu

Publication date: 20 November 2024

Published in: Mathematical Finance (Search for Journal in Brave)

zbMATH Keywords

Nash equilibriumnonlinear integral equationsabsorptionmean-field gameportfolio liquidation

Mathematics Subject Classification ID

Portfolio theory (91G10) Mean field games (aspects of game theory) (91A16)

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