A mean field game approach to equilibrium pricing with market clearing condition
Year of publication: |
[2020] ; Revised in October 2020
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Authors: | Fujii, Masaaki ; Takahashi, Akihiko |
Publisher: |
[Tokyo] : [CIRJE, Faculty of Economics, University of Tokyo] |
Subject: | FBSDE of McKean-Vlasov type | common noise | general equilibrium | Allgemeines Gleichgewicht | General equilibrium | Spieltheorie | Game theory | Gleichgewichtstheorie | Equilibrium theory | Gleichgewichtsmodell | Equilibrium model |
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