Computing equilibria in economies with incomplete markets, collateral and default penalties (Q363584)

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Language	Label	Description	Also known as
English	Computing equilibria in economies with incomplete markets, collateral and default penalties	scientific article

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scholarly article

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

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Annals of Operations Research

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publication date

3 September 2013

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full work available at URL

http://hdl.handle.net/10.1007/s10479-012-1276-1

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MaRDI profile type

MaRDI publication profile

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On Augmented Lagrangian Methods with General Lower-Level Constraints

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Computing Equilibria when Asset Markets are Incomplete

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Smoothing methods for nonsmooth, nonconvex minimization

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Computing equilibria of GEI by relocalization on a Grassmann manifold

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Default and Punishment in General Equilibrium1

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An interior-point algorithm for computing equilibria in economies with incomplete asset markets

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A smoothing method for mathematical programs with equilibrium constraints

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Smoothing approach to Nash equilibrium formulations for a class of equilibrium problems with shared complementarity constraints

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Reformulation: nonsmooth, piecewise smooth, semismooth and smoothing methods. Session in the 16th international symposium on Mathematical programming (ismp97) held at Lausanne EPFL, Switzerland, August 24--29, 1997

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Computing Equilibria in Finance Economies

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Multiplier and gradient methods

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Computing equilibria in stochastic finance economies

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Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral

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Unawareness and bankruptcy: a general equilibrium model

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Smooth minimization of non-smooth functions

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Two-dimensional multiple maximum scatter difference method for face recognition

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Computing equilibria in the general equilibrium model with incomplete asset markets

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1007/S10479-012-1276-1

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Sitelinks

Mathematics(1 entry)

mardi Publication:363584

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