"A Mean Field Game of Optimal Portfolio Liquidation."

Guanxing Fu et al. (2021)

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DOI: 10.1287/MOOR.2020.1094

access: closed

type: Journal Article

metadata version: 2021-12-15

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  - https://dblp.org/rec/journals/mor/FuGHP21
Guanxing Fu, Paulwin Graewe, Ulrich Horst, Alexandre Popier:
A Mean Field Game of Optimal Portfolio Liquidation. Math. Oper. Res. 46(4): 1250-1281 (2021)

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