Benazzoli, Chiara
- Mean field games with controlled jump-diffusion dynamics: Existence\n results and an illiquid interbank market model
2017/03/06 by Chiara Benazzoli, Benazzoli, Chiara, Luciano Campi +3 · 4 citations
Economics, Econometrics and Finance · Mathematics · #49N80 #60H30 #91-10 #91A15 #Economic theories and models #FOS: Mathematics #G.3 #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics