Mean-Field Liquidation Games with Market Drop-out
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Cited by:
- Dianetti, Jodi & Ferrari, Giorgio & Tzouanas, Ioannis, 2023. "Ergodic Mean-Field Games of Singular Control with Regime-Switching (extended version)," Center for Mathematical Economics Working Papers 681, Center for Mathematical Economics, Bielefeld University.
- Dianetti, Jodi, 2023. "Linear-Quadratic-Singular Stochastic Differential Games and Applications," Center for Mathematical Economics Working Papers 678, Center for Mathematical Economics, Bielefeld University.
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This paper has been announced in the following NEP Reports:- NEP-DES-2023-04-17 (Economic Design)
- NEP-GTH-2023-04-17 (Game Theory)
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