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Hager, Paul P.

  1. A Mean-Field Game of Market Entry: Portfolio Liquidation with Trading Constraints
    2024/03/15 by Fu, Guanxing, Hager, Paul P., Horst, Ulrich · 1 citation
    #60H30 #91B70 #93E20 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC)