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scientific article; zbMATH DE number 1552542
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scientific article; zbMATH DE number 1552542

    Statements

    author
    Kenneth L. Judd
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    Felix Kubler
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    Karl Schmedders
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    publication date
    25 February 2002
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    zbMATH Keywords
    incomplete markets
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    infinite-horizon model
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    short-sale constraints
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    penalty function
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    91B70
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    91B62
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    zbMATH DE Number
    1552542
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