Date
2011
Collection title
Lecture Notes in Mathematics
Collection Id
2003
Dewey
Probabilités et mathématiques appliquées
Sujet
Mean Field Games
JEL code
C73
Conference name
Paris-Princeton Lectures on Mathematical Finance
Conference date
01-2009
Conference city
Paris
Conference country
France
Book title
Paris-Princeton Lectures on Mathematical Finance 2010
Author
Cousin, Areski; Crépey, Stéphane; Guéant, Olivier; Hobson, David; Jeanblanc, Monique; Lasry, Jean-Michel; Laurent, Jean-Paul; Lions, Pierre-Louis; Tankov, Peter
Publisher
Springer
Publisher city
Berlin
Year
2011
Pages number
359
ISBN
978-3-642-14659-6
Author
Lasry, Jean-Michel
Lions, Pierre-Louis
Guéant, Olivier
Type
Communication / Conférence
Item number of pages
205-266
Abstract (EN)
This text is inspired from a “Cours Bachelier” held in January 2009 and taught by Jean-Michel Lasry. This course was based upon the articles of the three authors and upon unpublished materials they developed. Proofs were not presented during the conferences and are now available. So are some issues that were only rapidly tackled during class.
