Computing equilibria in economies with incomplete markets, collateral and default penalties
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Cites work
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- scientific article; zbMATH DE number 3309655 (Why is no real title available?)
- A smoothing method for mathematical programs with equilibrium constraints
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- Default and Punishment in General Equilibrium1
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- Smooth minimization of non-smooth functions
- Smoothing approach to Nash equilibrium formulations for a class of equilibrium problems with shared complementarity constraints
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- Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
- Two-dimensional multiple maximum scatter difference method for face recognition
- Unawareness and bankruptcy: a general equilibrium model
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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