An interior-point algorithm for computing equilibria in economies with incomplete asset markets
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Publication:844604
DOI10.1016/J.JEDC.2007.02.008zbMATH Open1181.91128OpenAlexW2159644524MaRDI QIDQ844604FDOQ844604
Publication date: 19 January 2010
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10016/7357
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Interior-point methods (90C51) General equilibrium theory (91B50) Computational methods for problems pertaining to game theory, economics, and finance (91-08)
Cites Work
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Cited In (8)
- Computing equilibria in general equilibrium models via interior-point methods
- A smooth homotopy method for incomplete markets
- Computing equilibria for markets with constant returns production technologies
- A Complementary Pivot Algorithm for Market Equilibrium under Separable, Piecewise-Linear Concave Utilities
- Computing equilibria in economies with incomplete markets, collateral and default penalties
- The new full-Newton step interior-point algorithm for the Fisher market equilibrium problems based on a kernel function
- Computing equilibria in finance economies with incomplete markets and transaction costs
- Computing equilibria in the general equilibrium model with incomplete asset markets
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