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Mean Field Games of Timing and Models for Bank Runs · Study

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ArticleMean Field Games of Timing and Models for Bank Runs

Rene A. Carmona2017

OA

Articlegreen2017

Mean Field Games of Timing and Models for Bank Runs

Rene A. Carmona · François Delarue · Daniel Lacker

76 citations·0/0 files stored·Applied Mathematics & Optimization

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Stochastic processes and financial applications Banking stability, regulation, efficiency Game Theory and Applications

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Citations in this library

Stored only when both papers are in the corpus — 76 citations exist upstream.

References

1983Bank Runs, Deposit Insurance, and Liquidity 2005Stochastic Integration and Differential Equations 2007Mean field games 1990Rationalizability, Learning, and Equilibrium in Games with Strategic Complementarities 2006Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle 1980A model of reserves, bank runs, and deposit insurance 1990Nash equilibrium with strategic complementarities 2004Coordination Failures and the Lender of Last Resort: Was Bagehot Right after All?

Cited by

2020An Introduction to Mean Field Game Theory 2019Some remarks on mean field games 2018A Mean Field Game of Optimal Stopping 2017Optimal stopping in mean field games, an obstacle problem approach 2020Convergence to the mean field game limit: A case study 2021Monotone solutions for mean field games master equations: finite state space and optimal stopping 2021Dynamic marketing policies with rating-sensitive consumers: A mean-field games approach

Details

Year2017

Typearticle

Published2017-06-30

VenueApplied Mathematics & Optimization

ISSN-L0095-4616

Languageen

Citations76

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1007/s00245-017-9435-z

openalex_workW2433334284

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