A Mean-Field Game of Market Entry: Portfolio Liquidation with Trading Constraints

Fuente: arXiv

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Bibliographic Details
Main Authors:	Fu, Guanxing, Hager, Paul P., Horst, Ulrich
Format:	Preprint
Published:	2024
Subjects:	Mathematical Finance Optimization and Control 93E20, 91B70, 60H30
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2403.10441