Publication:5168860
From MaRDI portal
DOI10.1214/12-SSY066zbMath1296.91244MaRDI QIDQ5168860
Publication date: 21 July 2014
ordinary differential equationsmarket equilibriumcontinuous-time Markov chainslarge interacting sets
Nonlinear ordinary differential equations and systems (34A34) Financial applications of other theories (91G80) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Portfolio theory (91G10)
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