Mean field game of optimal relative investment with jump risk
Crossref DOI link: https://doi.org/10.1007/s11425-021-2109-3
Published Online: 2024-03-15
Published Print: 2024-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bo, Lijun
Wang, Shihua
Yu, Xiang
Text and Data Mining valid from 2024-03-15
Version of Record valid from 2024-03-15
Article History
Received: 30 December 2021
Accepted: 6 February 2023
First Online: 15 March 2024