"A Random-Supply Mean Field Game Price Model."

Diogo Gomes, Julian Gutierrez, Ricardo Ribeiro (2023)

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DOI: 10.1137/21M1443923

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type: Journal Article

metadata version: 2024-10-06

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Diogo Gomes, Julian Gutierrez, Ricardo Ribeiro:
A Random-Supply Mean Field Game Price Model. SIAM J. Financial Math. 14(1): 188-222 (2023)

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