The paper A mean-field game of optimal portfolio liquidation by Guanxing Fu, Paulwin Graewe, Ulrich Horst & Alexandre Popier has been accepted for publication in Mathematics of Operations Research.
The paper A mean-field game of optimal portfolio liquidation by Guanxing Fu, Paulwin Graewe, Ulrich Horst & Alexandre Popier has been accepted for publication in Mathematics of Operations Research.