OpenAlex | Mean field games with controlled jump–diffusion dynamics: Existence results and an illiquid interbank market model

Mean field games with controlled jump–diffusion dynamics: Existence results and an illiquid interbank market model

Work

Year: 2020

Type: article

Source: Stochastic Processes and their Applications

Authors Chiara Benazzoli, Luciano Campi, Luca Di Persio

Institutions University of Trento, London School of Economics and Political Science, University of Milan, University of Verona

Cites: 45

Cited by: 14

Related to: 10

FWCI: 2.176

Citation percentile (by year/subfield): 91.52

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder Gruppo Nazionale per l'Analisi Matematica, la Probabilità e le loro Applicazioni