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Ergodic Fluctuations in a Stock Market Model with Interacting Agents - The Mean Field Case
Horst, U. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005624011
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Financial price fluctuations in a stock market model with many interacting agents
Horst, U. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005795067
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Convergence of locally and globally interacting Markov chains
Föllmer, H.; Horst, U. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005795143
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Asymptotics of locally interacting Markov chains with global signals
Horst, U. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838291
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The Stochastic Equation P(t+1)=A(t)P(t)+B(t) with Non-Stationary Coefficients
Horst, U. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838324