Computing equilibria in economies with incomplete markets, collateral and default penalties
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Publication:363584
DOI10.1007/S10479-012-1276-1zbMATH Open1271.91079OpenAlexW2052293175MaRDI QIDQ363584FDOQ363584
Authors: Susan Schommer 
Publication date: 3 September 2013
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10.1007/s10479-012-1276-1
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Cited In (8)
- Determination of general equilibrium with incomplete markets and default penalties
- Default and exogenous collateral in incomplete markets with a continuum of states
- Endogenous leverage and asset pricing in double auctions
- Trading constraints penalizing default: A recursive approach
- Decomposition algorithms for some deterministic and two-stage stochastic single-leader multi-follower games
- Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
- Making promises in infinite-horizon economies with default and collateral
- Computing equilibria in the general equilibrium model with incomplete asset markets
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