Ulrich Horst
Finanzmathematiker
Hat mitgewirkt an:
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The Stochastic Equation P(t+1)=A(t)P(t)+B(t) with Non-Stationary Coefficients
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Financial price fluctuations in a stock market model with many interacting agents
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Stationary Equilibria in Discounted Stochastic Games with Weakly Interacting Players
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Asymptotics of locally interacting Markov chains with global signals