Mean-field equilibrium price formation with exponential utility
Masaaki Fujii, Masashi Sekine
| Year of publication: |
April 2023
|
|---|---|
| Authors: | Fujii, Masaaki ; Sekine, Masashi |
| Publisher: |
[Tokyo] : [CIRJE, Faculty of Economics, University of Tokyo] |
| 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 |
| Extent: | 1 Online-Ressource (circa 27 Seiten) |
|---|---|
| Series: | CIRJE discussion papers / F series. - Tokyo : [Verlag nicht ermittelbar], ZDB-ID 2841317-9. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014288990