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

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Fu, Guanxing, Hager, Paul P., Horst, Ulrich
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Mathematical Finance Optimization and Control 93E20, 91B70, 60H30
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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