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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
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Equilibria in Systems of Social Interactions
Scheinkman, J.; Horst, U. - David K. Levine - 2003
Persistent link: https://www.econbiz.de/10005708133
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Equilibria in Systems of Social Interactions
Horst, U.; Scheinkman, Jose A. - David K. Levine - 2010
Persistent link: https://www.econbiz.de/10008765344
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On non-ergodic asset prices
Horst, Ulrich; Wenzelburger, Jan - In: Economic Theory 34 (2008) 2, pp. 207-234
Persistent link: https://www.econbiz.de/10005370656
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Stationary equilibria in discounted stochastic games with weakly interacting players
Horst, Ulrich - In: Games and Economic Behavior 51 (2005) 1, pp. 83-108
Persistent link: https://www.econbiz.de/10005413719
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BookReview
Horst, Ulrich - In: Quantitative Finance 7 (2007) 1, pp. 17-18
Persistent link: https://www.econbiz.de/10005462674