Luciano Campi
Finance · 2011–2016
A researcher in the Science corpus: 2 papers; trusts 11 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Finance — 16 citations into it; #9,740 of 10,518 by trust here, #9,371 by citations
- Economics and Econometrics — 12 citations into it
Whom Luciano Campi trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- René A. Carmona
- Jean-Michel Lasry
- Daniel Lacker
- Pierre Devolder
- Kay Giesecke
- Pierre-Louis Lions
- Markus Fischer
- Jacques Janssen
- Fabrice Baudoin
- Konstantinos Spiliopoulos
Who trusts Luciano Campi overall
Papers from Luciano Campi's perspective
Ordered by how strongly the researchers Luciano Campi trusts endorse each paper. Same corpus, a different order for every researcher.
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Probabilistic Analysis of Mean-Field Games (SIAM Journal of Control and Optimization)
- A probabilistic weak formulation of mean field games and applications
- A general characterization of the mean field limit for stochastic differential games
- Mean field games
- Mean Field Games and Systemic Risk
- On the connection between symmetric $N$-player games and mean field games
- Bertrand and Cournot Mean Field Games
- LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT
- Default clustering in large portfolios: Typical events.
Their papers
- $N$-player games and mean-field games with absorption (2016) — 56 citations
- Dynamic Markov bridges motivated by models of insider trading (2011) — 46 citations