Market equilibria and money

DOI10.1186/S13663-021-00705-4OpenAlexW3213737225MaRDI QIDQ2138453

Sjur Didrik Flåm

Publication date: 12 May 2022

Published in: Fixed Point Theory and Algorithms for Sciences and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13663-021-00705-4

zbMATH Keywords

convolutionfixed pointconvexitycoreconjugationcompetitive equilibriummoneygeneralized gradientsPareto optimum

Mathematics Subject Classification ID

Operator theory (47-XX) General topology (54-XX)

Related Items (2)

Unnamed Item ⋮ The Lagrangian, constraint qualifications and economics

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Bilateral exchange and competitive equilibrium
• Decentralized pricing and the equivalence between Nash and Walrasian equilibrium
• General economic equilibrium with financial markets and retainability
• Emergence of price-taking behavior
• Calculus Without Derivatives
• Prices and Pareto optima
• Pareto Optimality in Non-Convex Economies
• Bilateral Trading Processes, Pairwise Optimally, and Pareto Optimality
• VALUATION EQUILIBRIUM AND PARETO OPTIMUM
• Stochastic finance. An introduction in discrete time

This page was built for publication: Market equilibria and money