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Many-player games of optimal consumption and investment under relative performance criteria
Lacker, Daniel; Soret, Agathe - In: Mathematics and financial economics 14 (2020) 2, pp. 263-281
Persistent link: https://www.econbiz.de/10012240274
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A case study on stochastic games on large graphs in mean field and sparse regimes
Lacker, Daniel; Soret, Agathe - In: Mathematics of operations research 47 (2022) 2, pp. 1530-1565
Persistent link: https://www.econbiz.de/10013365333
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Liquidity, risk measures, and concentration of measure
Lacker, Daniel - In: Mathematics of operations research 43 (2018) 3, pp. 813-837
Persistent link: https://www.econbiz.de/10011914365
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Mean field and n ‐agent games for optimal investment under relative performance criteria
Lacker, Daniel; Zariphopoulou, Thaleia - In: Mathematical Finance 29 (2019) 4, pp. 1003-1038
Persistent link: https://www.econbiz.de/10012095174
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Rare nash equilibria and the price of anarchy in large static games
Lacker, Daniel; Ramanan, Kavita - In: Mathematics of operations research 44 (2019) 2, pp. 400-422
Persistent link: https://www.econbiz.de/10012028620