Mean Field Games and Systemic Risk
Download full text from publisher
References listed on IDEASFull references (including those not matched with items on IDEAS)
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
More about this item
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)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:1308.2172. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (arXiv administrators). General contact details of provider: http://arxiv.org/ .
We have no references for this item. You can help adding them by using this form .