Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Variational inequalities (49J40) Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50) Dynamic stochastic general equilibrium theory (91B51)
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Cites work
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- A variational inequality scheme for determining an economic equilibrium of classical or extended type
- An extension of Mantel (1976) to incomplete markets
- An introduction to general equilibrium with incomplete asset markets
- Convex Analysis
- Economies with a Finite Set of Equilibria
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
- Existence of an Equilibrium for a Competitive Economy
- General economic equilibrium with financial markets and retainability
- Implicit Functions and Solution Mappings
- Parametric stability of solutions in models of economic equilibrium
- Variational Inequalities and Economic Equilibrium
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- CONIC FINANCE AND THE CORPORATE BALANCE SHEET
- EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS
- Equilibrium analysis in financial markets with countably many securities
- Distributed price adjustment based on convex analysis
- A smooth homotopy method for incomplete markets
- Order books, markets and convex analysis
- Functional inequalities, regularity and computation of the deficit and surplus variables in the financial equilibrium problem
- Incomplete financial markets model with nominal assets: variational approach
- Convexity, convolution and competitive equilibrium
- The financial equilibrium problem with implicit budget constraints
- Consistent conjectural variations equilibrium for a financial model
- scientific article; zbMATH DE number 4090563 (Why is no real title available?)
- scientific article; zbMATH DE number 5219516 (Why is no real title available?)
- Convex analysis in financial mathematics
- Introduction to convex optimization in financial markets
- scientific article; zbMATH DE number 7733451 (Why is no real title available?)
- Convexity theory for the term structure equation
- On the multiplicity of solutions in generation capacity investment models with incomplete markets: a risk-averse stochastic equilibrium approach
- Double inertial subgradient extragradient algorithm for solving equilibrium problems and common fixed point problems with application to image restoration
- Partial equilibria with convex capital requirements: existence, uniqueness and stability
- Financial equilibrium with non-linear valuations
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