Mean Field Games and Systemic Risk
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- Marcel Nutz, 2016. "A Mean Field Game of Optimal Stopping," Papers 1605.09112, arXiv.org, revised Nov 2017.
- Régis Chenavaz & Corina Paraschiv & Gabriel Turinici, 2017. "Dynamic Pricing of New Products in Competitive Markets: A Mean-Field Game Approach," Working Papers hal-01592958, HAL.
- Lacker, Daniel, 2015. "Mean field games via controlled martingale problems: Existence of Markovian equilibria," Stochastic Processes and their Applications, Elsevier, vol. 125(7), pages 2856-2894.
- Philippe Casgrain & Sebastian Jaimungal, 2018. "Algorithmic Trading with Partial Information: A Mean Field Game Approach," Papers 1803.04094, arXiv.org.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-08-16 (All new papers)
- NEP-BAN-2013-08-16 (Banking)
- NEP-GTH-2013-08-16 (Game Theory)
- NEP-HPE-2013-08-16 (History & Philosophy of Economics)
- NEP-SPO-2013-08-16 (Sports & Economics)
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