Browsing All of EconStor by Author Horst, Ulrich

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Year of PublicationTitleAuthor(s)
1999 Ergodic fluctuations in a stock market model with interacting agents: The mean field caseHorst, Ulrich
2000 The stochastic equation P(t+1)=A(t)P(t)+B(t) with non-stationary coefficientsHorst, Ulrich
2001 Asymptotics of locally interacting Markov chains with global signalsHorst, Ulrich
2001 Convergence of locally and globally interacting Markov chainsFöllmer, Hans; Horst, Ulrich
2001 Financial price fluctuations in a stock market model with many interacting agentsHorst, Ulrich
2002 Stationary equilibria in discounted stochastic games with weakly interacting playersHorst, Ulrich
2002 Stability of linear stochastic difference equations in controlled random environmentsHorst, Ulrich
2005 A Simple Model for Trading Climate RiskChaumont, Sébastien; Imkeller, Peter; Müller, Matthias; Horst, Ulrich
2010 Illiquidity and derivative valuationHorst, Ulrich; Naujokat, Felix
2010 Dynamic systems of social interactionsHorst, Ulrich
2010 On securitization, market completion and equilibrium risk transferHorst, Ulrich; Pirvu, Traian A.; Dos Reis, Gonçalo
2010 Efficiency and equilibria in games of optimal derivative designHorst, Ulrich; Moreno-Bromberg, Santiago
2011 Continuous equilibrium under base preferences and attainable initial endowmentsHorst, Ulrich; Kupper, Michael; Macrina, Andrea; Mainberger, Christoph
2011 Forward-backward systems for expected utility maximizationHorst, Ulrich; Hu, Ying; Imkeller, Peter; Réveillac, Anthony; Zhang, Jianing
2011 Optimal display of Iceberg ordersCebiroğlu, Gökhan; Horst, Ulrich
2011 Equilibrium pricing in incomplete markets under translation invariant preferencesCheridito, Patrick; Horst, Ulrich; Kupper, Michael; Pirvu, Traian A.
2011 When to cross the spread: Curve following with singular controlNaujokat, Felix; Horst, Ulrich
2012 Hidden liquidity: Determinants and impactCebiroğlu, Gökhan; Horst, Ulrich
2014 Order exposure and liquidity coordination: Does hidden liquidity harm price efficiency?Cebiroglu, Gökhan; Hautsch, Nikolaus; Horst, Ulrich
2017 Sender-receiver games with cooperationForges, Françoise; Horst, Ulrich