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1999-12-14Buch DOI: 10.18452/3316
Ergodic Fluctuations in a Stock Market Model with Interacting Agents
dc.contributor.authorHorst, Ulrich
dc.date.accessioned2017-06-15T20:35:44Z
dc.date.available2017-06-15T20:35:44Z
dc.date.created2005-09-14
dc.date.issued1999-12-14
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/3968
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectrandom systems with complete connectionseng
dc.subjectinteracting Markov processeseng
dc.subjectmean-field modelseng
dc.subject.ddc330 Wirtschaft
dc.titleErgodic Fluctuations in a Stock Market Model with Interacting Agents
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10046924
dc.identifier.doihttp://dx.doi.org/10.18452/3316
local.edoc.pages47
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-year1999
dc.title.subtitleThe Mean Field Case
dc.identifier.zdb2135319-0
bua.series.nameSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
bua.series.issuenumber1999,106

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