Mean field and n ‐agent games for optimal investment under relative performance criteria
| Year of publication: |
2019
|
|---|---|
| Authors: | Lacker, Daniel ; Zariphopoulou, Thaleia |
| Published in: |
Mathematical Finance. - Wiley, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 29.2019, 4 (07.03.), p. 1003-1038
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/mafi.12206 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012095174