A model of equilibrium in markets of cash balances

DOI10.1093/IMAMAN/DPQ001zbMath1217.91112OpenAlexW2117272349MaRDI QIDQ3019517

Fernando Mierzejewski

Publication date: 28 July 2011

Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imaman/dpq001

zbMATH Keywords

market equilibriumvalue-at-riskmarket liquiditycash balancesquantity theory

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Credit risk (91G40) Actuarial science and mathematical finance (91G99)

Related Items (1)

A new R package for actuarial survival models

This page was built for publication: A model of equilibrium in markets of cash balances