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Initiation au droit aérien

Lacker, Daniel - 1937

Persistent link: https://www.econbiz.de/10002291040

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

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

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

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

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

Mean field games via controlled martingale problems: Existence of Markovian equilibria

Lacker, Daniel - In: Stochastic Processes and their Applications 125 (2015) 7, pp. 2856-2894

Mean field games are studied in the framework of controlled martingale problems, and general existence theorems are proven in which the equilibrium control is Markovian. The framework is flexible enough to include degenerate volatility, which may depend on both the control and the mean field....

Persistent link: https://www.econbiz.de/10011264615