Existence and uniqueness of a steady state for an OTC market with several assets

DOI10.1007/S11579-016-0167-7zbMath1404.91118arXiv1411.7991OpenAlexW2311338722MaRDI QIDQ317551

Ndouné Ndouné, Alain Bélanger

Publication date: 30 September 2016

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.7991

zbMATH Keywords

steady statemarket structurenonlinear ODE's

Mathematics Subject Classification ID

Nonlinear boundary value problems for ordinary differential equations (34B15) Auctions, bargaining, bidding and selling, and other market models (91B26)

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• Uniqueness in the Schauder Fixed Point Theorem
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• Over-the-Counter Markets
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