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Extended mean-field games with multi-dimensional singular controls and non-linear jump impact

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Denkert, Robert, Horst, Ulrich
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Optimization and Control Mathematical Finance
Accesso online:	Acceder al recurso
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