Existence of equilibrium and price adjustments in a finance economy with incomplete markets

DOI10.1016/j.jmateco.2005.02.002zbMath1132.91534OpenAlexW3123798496MaRDI QIDQ2493120

Adolphus J. J. Talman, Jacco J. J. Thijssen

Publication date: 9 June 2006

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2005.02.002

zbMATH Keywords

general equilibriumincomplete marketsprice adjustments

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50)

Related Items (1)

A computational study on general equilibrium pricing of derivative securities

Cites Work

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• A geometric approach to a class of equilibrium existence theorems
• Real effects of money in general equilibrium
• Linear Stationary Point Problems on Unbounded Polyhedra
• A Simplicial Algorithm for Stationary Point Problems on Polytopes
• A Simplicial Algorithm for the Nonlinear Stationary Point Problem on an Unbounded Polyhedron
• Convex Analysis
• On the basic theorem of complementarity
• Computing Equilibria in Finance Economies

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