General economic equilibrium with financial markets and retainability
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Publication:514500
DOI10.1007/s00199-016-1031-yzbMath1405.91742OpenAlexW3122405481MaRDI QIDQ514500
Alejandro Jofre, Roger J.-B. Wets, R. Tyrrell Rockafellar
Publication date: 2 March 2017
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-016-1031-y
variational inequalityasset pricingincomplete marketstransaction costsvariational analysisderivatives and collateralgeneral economic equilibriumretainability of goods
Variational inequalities (49J40) General equilibrium theory (91B50) Actuarial science and mathematical finance (91G99)
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