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// Hacker Noon · 11 February 2026

The Mean-field Libor Market Model

The article introduces a mean-field extension of the Libor Market Model that makes volatility depend on the forward rate’s distribution—especially its variance—to curb unrealistic rate explosions that can distort long-horizon ALM simulations. It then establishes general existence and uniqueness cond...

Hacker Noon
@hacker-noon · Solvency Ratio Technology
hackernoon.com
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Hacker Noon@hacker-noon

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