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Optimal Bubble Riding: A Mean Field Game with Varying Entry Times

Fuente: arXiv

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Bibliographic Details
Main Authors:	Tangpi, Ludovic, Wang, Shichun
Format:	Preprint
Published:	2022
Subjects:	Mathematical Finance Optimization and Control Trading and Market Microstructure 91A16, 93E20, 49J55
Online Access:	Acceder al recurso
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