The Mean Field Market Model Revisited
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Publication:6522006
arXiv2402.10215MaRDI QIDQ6522006FDOQ6522006
Authors: Manuel Hasenbichler, Wolfgang Müller, Stefan Thonhauser 
Processes with independent increments; Lévy processes (60G51) Actuarial mathematics (91G05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interest rates, asset pricing, etc. (stochastic models) (91G30)
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