Browsen in EconStor gesamt nach Autor:innen Horst, Ulrich


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