Defaults and infinite prices in a stochastic pure exchange model
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Publication:440672
DOI10.1016/j.amc.2011.09.014zbMath1245.91073OpenAlexW2062383336MaRDI QIDQ440672
Publication date: 19 August 2012
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2011.09.014
Statistical methods; risk measures (91G70) Stochastic models in economics (91B70) Auctions, bargaining, bidding and selling, and other market models (91B26)
Cites Work
- The topology of fear
- Real indeterminacy with financial assets
- Boiteux's solution to the shifting-peak problem and the equilibrium price density in continuous time
- A generalized economic equilibrium
- A time-embedded approach to economic equilibrium with incomplete financial markets
- Default and Punishment in General Equilibrium1
- Competitive Equilibrium Under Uncertainty
- Existence of an Equilibrium for a Competitive Economy
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