Mean field games with controlled jump–diffusion dynamics: Existence results and an illiquid interbank market model
2020 ◽
Vol 130
(11)
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pp. 6927-6964
Keyword(s):
2020 ◽
Vol 10
(4)
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pp. 845-871
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Keyword(s):
2013 ◽
Vol 3
(4)
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pp. 537-552
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2015 ◽
Vol 353
(9)
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pp. 807-811
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Keyword(s):
2018 ◽
Vol 56
(6)
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pp. 4256-4287
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