Generalized gradients, bid-ask spreads, and market equilibrium
From MaRDI portal
Publication:4634166
DOI10.1080/02331934.2019.1583752zbMATH Open1411.90266OpenAlexW2923112533MaRDI QIDQ4634166FDOQ4634166
Authors: Sjur Didrik Flåm 
Publication date: 7 May 2019
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331934.2019.1583752
Recommendations
Convex programming (90C25) General equilibrium theory (91B50) Derivative-free methods and methods using generalized derivatives (90C56)
Cites Work
- Variational Analysis
- On the convergence of von Neumann's alternating projection algorithm for two sets
- Bilateral exchange and competitive equilibrium
- Title not available (Why is that?)
- Title not available (Why is that?)
- Bilateral Trading Processes, Pairwise Optimally, and Pareto Optimality
- Microeconomic theory
- Methods in Nonlinear Analysis
- Title not available (Why is that?)
- WELFARE ECONOMICS AND EXISTENCE OF AN EQUILIBRIUM FOR A COMPETITIVE ECONOMY
- Why is there money? Endogenous derivation of `money' as the most liquid asset: A class of examples
- Random block coordinate descent methods for linearly constrained optimization over networks
- General economic equilibrium with financial markets and retainability
- A Note on Shadow Prices in Linear Programming
- Order books, markets and convex analysis
- Borch's theorem, equal margins, and efficient allocation
Cited In (2)
This page was built for publication: Generalized gradients, bid-ask spreads, and market equilibrium
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4634166)
