2 citations · 3 across the 2 of their papers we have counts for
2 papers
q-fin.MF2023★ 2 cited
Optimal Bubble Riding with Price-dependent Entry: a Mean Field Game of Controls with Common Noise
Ludovic Tangpi, Shichun Wang
In this paper we further extend the optimal bubble riding model proposed by Tangpi and Wang by allowing for price-dependent entry times. Agents are characterized by their individua…
q-fin.MF2022★ 1 cited
Optimal Bubble Riding: A Mean Field Game with Varying Entry Times
Ludovic Tangpi, Shichun Wang
Recent financial bubbles such as the emergence of cryptocurrencies and "meme stocks" have gained increasing attention from both retail and institutional investors. In this paper, w…