Mean-Field Game Strategies for a Major-Minor Agent Optimal...

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Mean-Field Game Strategies for a Major-Minor Agent Optimal Execution Problem

Jaimungal, Sebastian, Nourian, Mojtaba
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Year:
2015
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2578733
File:
PDF, 525 KB
english, 2015
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