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A mean field game approach to equilibrium pricing with market clearing condition
Fujii, Masaaki; Takahashi, Akihiko - 2020 - Revised in October 2020
Persistent link: https://www.econbiz.de/10012888511
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Multi-agent equilibrium model with heterogeneous views on fundamental risks in incomplete market
Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2024
Persistent link: https://www.econbiz.de/10014513437
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A mean field game approach to equilibrium pricing with market clearing condition
Fujii, Masaaki; Takahashi, Akihiko - 2021
Persistent link: https://www.econbiz.de/10013339050
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Strong convergence to the mean-field limit of a finite agent equilibrium
Fujii, Masaaki; Takahashi, Akihiko - 2021
Persistent link: https://www.econbiz.de/10013339097
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A finite agent equilibrium in an incomplete market and its strong convergence to the mean-field limit
Fujii, Masaaki; Takahashi, Akihiko - 2020
Persistent link: https://www.econbiz.de/10013334658
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A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment
Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2022 - Revised in January 2023
Persistent link: https://www.econbiz.de/10014286643