Mean field games and systemic risk

Communications in Mathematical Sciences

Volumn 13, Issue 4, 2015, Pages 911-933

  Carmona, René ^a   Fouque, Jean Pierre ^b   Sun, Li Hsien ^c  

^a PRINCETON UNIVERSITY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c NATIONAL CENTRAL UNIVERSITY   (Taiwan)

Author keywords

Inter bank borrowing and lending; Mean field game; Nash equilibrium; Stochastic games; Systemic risk

Indexed keywords

EID: 84930019381     PISSN: 15396746     EISSN: 19450796     Source Type: Journal    
DOI: 10.4310/CMS.2015.v13.n4.a4     Document Type: Article

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