Mean-field equilibrium price formation with exponential utility

Masaaki Fujii, Masashi Sekine

Year of publication:	April 14, 2023 ; The first version: 14 April, 2023
Authors:	Fujii, Masaaki ; Sekine, Masashi
Publisher:	[Tokyo] : Center for Advanced Research in Finance
Subject:	market clearing \| equilibrium price formation \| exponential utility \| optimal martingale principle \| McKean-Vlasov type \| Martingal \| Martingale \| Gleichgewichtstheorie \| Equilibrium theory \| Stochastischer Prozess \| Stochastic process \| Portfolio-Management \| Portfolio selection \| Nutzen \| Utility \| Nutzenfunktion \| Utility function

freely available

Full text |

More access options

econpapers.repec.org

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10014266286

A service of the