Trading constraints penalizing default: A recursive approach
From MaRDI portal
Publication:2469549
DOI10.1016/j.jmateco.2006.10.003zbMath1151.91624MaRDI QIDQ2469549
Publication date: 6 February 2008
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2006.10.003
default; general equilibrium; stationary; incomplete markets; risk; ergodic; trading constraints; Markov; time-homogeneous
Cites Work