Skip to main content

1 Result(s)

within Martin Larsson Remove this filter Quantitative Finance Remove this filter

and
Your search also matched 5 preview-only Content is preview-only when you or your institution have not yet subscribed to it.

By making our abstracts and previews universally accessible we help you purchase only the content that is relevant to you. results, e.g.

The space of outcomes of semi-static trading strategies need not be closed

Include preview-only content

  1. Article

    Open Access

    Propagation of chaos for maxima of particle systems with mean-field drift interaction

    We study the asymptotic behavior of the normalized maxima of real-valued diffusive particles with mean-field drift interaction. Our main result establishes propagation of chaos: in the large population limit, ...

    Nikolaos Kolliopoulos, Martin Larsson, Zeyu Zhang in Probability Theory and Related Fields (2023)

    Download PDF (549 KB) View Article