Séminaire FDD-FiME // P. Bergault

Philippe Bergault (CEREMADE, Université Paris Dauphine - PSL) Title : A Mean Field Game between Informed Traders and a Broker Abstract : We find closed-form solutions to the stochastic game between a broker and a mean-field of informed traders. In the finite player game, the informed traders observe a common signal and a private signal. The broker, on the other hand, observes the trading speed of each of his clients and provides liquidity to the informed traders. Each player in the game Read more [...]