no code implementations • 27 Jun 2022 • Lijun Bo, Shihua Wang, Xiang Yu
This paper studies the equilibrium consumption under external habit formation in a large population of agents.
no code implementations • 2 Aug 2021 • Lijun Bo, Shihua Wang, Xiang Yu
This paper studies the n-player game and the mean field game under the CRRA relative performance on terminal wealth, in which the interaction occurs by peer competition.
