A Mean Field Game of Optimal Portfolio Liquidation

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

Research output: Journal article publicationJournal articleAcademic researchpeer-review

Original languageEnglish
Pages (from-to)1250-1281
Number of pages32
JournalMathematics of Operations Research
Volume46
Issue number4
DOIs
Publication statusPublished - Nov 2021

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