Mean‐field games with differing beliefs for algorithmic trading
Year of publication: |
2020
|
---|---|
Authors: | Casgrain, Philippe ; Jaimungal, Sebastian |
Published in: |
Mathematical Finance. - Wiley, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 30.2020, 3 (25.02.), p. 995-1034
|
Publisher: |
Wiley |
Saved in:
Online Resource
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