A smooth homotopy method for incomplete markets
DOI10.1007/S10107-020-01551-9zbMATH Open1471.91272OpenAlexW3048460696MaRDI QIDQ2235159FDOQ2235159
Authors: Yang Zhan, Chuangyin Dang 
Publication date: 20 October 2021
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-020-01551-9
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Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Global methods, including homotopy approaches to the numerical solution of nonlinear equations (65H20) General equilibrium theory (91B50)
Cites Work
- Introduction to Smooth Manifolds
- Competitive equilibrium with incomplete financial markets
- Equilibrium in incomplete markets. I: A basic model of generic existence
- On the optimality of equilibrium when the market structure is incomplete
- Title not available (Why is that?)
- Variational Inequalities and Economic Equilibrium
- Convex analysis and financial equilibrium
- Default and Punishment in General Equilibrium1
- Homotopy methods to compute equilibria in game theory
- Infinite Horizon Incomplete Markets
- Computing equilibria in the general equilibrium model with incomplete asset markets
- Computing equilibria of GEI by relocalization on a Grassmann manifold
- Computing equilibria in stochastic finance economies
- Computing Equilibria when Asset Markets are Incomplete
- Computing Equilibria in Finance Economies
- An interior-point algorithm for computing equilibria in economies with incomplete asset markets
- Title not available (Why is that?)
- Failure of the index theorem in an incomplete market economy
- General equilibrium models and homotopy methods
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