Generalized gradients, bid–ask spreads, and market equilibrium

DOI10.1080/02331934.2019.1583752zbMath1411.90266OpenAlexW2923112533MaRDI QIDQ4634166

Sjur Didrik Flåm

Publication date: 7 May 2019

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2019.1583752

zbMATH Keywords

pricessubstitutionsmoneygeneralized gradientsbid-ask spreads

Mathematics Subject Classification ID

Convex programming (90C25) Derivative-free methods and methods using generalized derivatives (90C56) General equilibrium theory (91B50)

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