Processes

All processes in market_model implement the Simulatable trait, which provides a uniform interface for the simulation runner. The mathematical definitions of these processes — their driving equations, parameters, and moments — are stated once in Stochastic Processes and are not restated here.

Available processes

Each process implements dim(), step(), and current(); the Hawkes process has dim() = 0 because its randomness comes entirely from the thinning (Ogata) acceptance-rejection step rather than a Brownian driver.

Adding a new process

1. Create market_model/src/process/your_model.rs.
2. Implement Simulatable with your state type, dim(), step(), and current().
3. Add pub mod your_model and a re-export to process/mod.rs.
4. Add a test comparing Monte Carlo moments against the analytical expectations in Stochastic Processes.
5. Add a criterion benchmark against the GBM baseline.