Computing equilibria in economies with incomplete markets, collateral and default penalties

DOI10.1007/s10479-012-1276-1zbMath1271.91079OpenAlexW2052293175MaRDI QIDQ363584

Susan Schommer

Publication date: 3 September 2013

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10.1007/s10479-012-1276-1

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Related Items (3)

Endogenous leverage and asset pricing in double auctions ⋮ Determination of general equilibrium with incomplete markets and default penalties ⋮ Decomposition algorithms for some deterministic and two-stage stochastic single-leader multi-follower games

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