Partial equilibria with convex capital requirements: existence, uniqueness and stability
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Publication:666436
DOI10.1007/s10436-009-0134-xzbMath1233.91113arXiv0901.3318OpenAlexW1999131793MaRDI QIDQ666436
Michail Anthropelos, Gordan Žitković
Publication date: 8 March 2012
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0901.3318
incomplete marketsstability of equilibriaacceptance setsconvex capital requirementsmutually agreeable claimspartial equilibrium allocationpartial equilibrium price
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Related Items (3)
Optimal investment, derivative demand, and arbitrage under price impact ⋮ Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences ⋮ Stability of the Indirect Utility Process
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