Periodic Trading Activities in Financial Markets: Mean-field Liquidation Game with Major-Minor Players

Fuente: arXiv

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Bibliographic Details
Main Authors:	Chen, Yufan, Wu, Lan, Xu, Renyuan, Zhang, Ruixun
Format:	Preprint
Published:	2024
Subjects:	Mathematical Finance Theoretical Economics Dynamical Systems 91-XX, 91Gxx, 65Cxx, 39A50, 49N80, 91A16
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2408.09505