A new proof of the index formula for incomplete markets
DOI10.1016/J.JMATECO.2006.04.002zbMATH Open1141.91404OpenAlexW2088399298MaRDI QIDQ855325FDOQ855325
Publication date: 7 December 2006
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2006.04.002
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Cites Work
- Title not available (Why is that?)
- Differential Topology
- Equilibrium in incomplete markets. I: A basic model of generic existence
- Title not available (Why is that?)
- Two Remarks on the Number of Equilibria of an Economy
- Nonlinear optimization in finite dimensions. Morse theory, Chebyshev approximation, transversality, flows, parametric aspects
- Computing equilibria of GEI by relocalization on a Grassmann manifold
- Computing Equilibria when Asset Markets are Incomplete
- The index theorem for a GEI economy when the degree of incompleteness is even.
- Genericity analysis on the pseudo-equilibrium manifold
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