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Risk-Sensitive Mean Field Games with Common Noise: A Theoretical Study with Applications to Interbank Markets

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ren, Xin Yue, Firoozi, Dena
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control Systems and Control Probability Mathematical Finance Risk Management
Online Access:	Acceder al recurso
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