Computing equilibria in economies with incomplete markets, collateral and default penalties
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Publication:363584
DOI10.1007/s10479-012-1276-1zbMath1271.91079OpenAlexW2052293175MaRDI QIDQ363584
Publication date: 3 September 2013
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10.1007/s10479-012-1276-1
Related Items (3)
Endogenous leverage and asset pricing in double auctions ⋮ Determination of general equilibrium with incomplete markets and default penalties ⋮ Decomposition algorithms for some deterministic and two-stage stochastic single-leader multi-follower games
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