A Mean Field Game of Optimal Portfolio Liquidation

Guanxing Fu, Paulwin Graewe, Ulrich Horst, Alexandre Popier (Corresponding Author)

Research output: Journal article publication › Journal article › Academic research › peer-review

25 Citations (Scopus)

Original language	English
Pages (from-to)	1250-1281
Number of pages	32
Journal	Mathematics of Operations Research
Volume	46
Issue number	4
DOIs	https://doi.org/10.1287/moor.2020.1094
Publication status	Published - Nov 2021

More information

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title = "A Mean Field Game of Optimal Portfolio Liquidation",

author = "Guanxing Fu and Paulwin Graewe and Ulrich Horst and Alexandre Popier",

year = "2021",

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AU - Graewe, Paulwin

AU - Horst, Ulrich

AU - Popier, Alexandre

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