Equilibria in financial markets with heterogeneous agents: A probabilistic perspective

Journal of Mathematical Economics

Volumn 41, Issue 1-2, 2005, Pages 123-155

  Föllmer, Hans ^a   Horst, Ulrich ^a   Kirman, Alan ^b  

^a HUMBOLDT UNIVERSITY   (Germany)

^b INSTITUT UNIVERSITAIRE DE FRANCE   (France)

Author keywords

Financial markets; Forecasting rules; Limit distributions; Stochastic price processes

Indexed keywords

EID: 13844265894     PISSN: 03044068     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmateco.2004.08.001     Document Type: Article

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