Equilibria in financial markets with heterogeneous agents: a probabilistic perspective

DOI10.1016/j.jmateco.2004.08.001zbMath1118.91044OpenAlexW2023576194MaRDI QIDQ556406

Ulrich Horst, Hans Föllmer, Alan P. Kirman

Publication date: 13 June 2005

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2004.08.001

zbMATH Keywords

Forecasting rulesLimit distributionsStochastic price processes

Mathematics Subject Classification ID

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