A duality theory of payment systems

DOI10.1016/J.JMATECO.2008.05.002zbMath1176.91166OpenAlexW1997717746MaRDI QIDQ1039736

Rodrigo Peñaloza

Publication date: 23 November 2009

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2008.05.002

zbMATH Keywords

central bankingreal-time gross settlement systemsshadow-prices

Mathematics Subject Classification ID

Linear programming (90C05) Actuarial science and mathematical finance (91G99)

Cites Work

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• Perfect competition in the continuous assignment model
• A class of infinite dimensional linear programming problems
• Measurability of fixed point sets of multivalued random operators
• The nonatomic assignment model
• Subdifferentiability and the duality gap
• Linear programs in topological vector spaces
• An Extended Duality Theorem for Continuous Linear Programming Problems

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