Mean field game of controls and an application to trade crowding
Crossref DOI link: https://doi.org/10.1007/s11579-017-0206-z
Published Online: 2017-12-07
Published Print: 2018-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Cardaliaguet, Pierre
Lehalle, Charles-Albert http://orcid.org/0000-0002-9978-9501
Funding for this research was provided by:
Agence Nationale de la Recherche (FR) (ANR-14-ACHN-0030-01, ANR-16- CE40-0015-01)
License valid from 2017-12-07