Mean field limit of a behavioral financial market model

DOI10.1016/J.PHYSA.2018.03.079OpenAlexW2767959753WikidataQ130007074 ScholiaQ130007074MaRDI QIDQ2149657

Stephan Martin, Torsten Trimborn, Martin Frank

Publication date: 29 June 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.02573

zbMATH Keywords

stock marketkinetic modelmean field limitbehavioral financestylized factsagent-based models

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Uses Software

• SABCEMM

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