Computing Equilibria when Asset Markets are Incomplete

DOI10.2307/2171922zbMath0861.90018OpenAlexW1968938011MaRDI QIDQ4715543

Donald J. Brown, Peter M. DeMarzo, B. Curtis Eaves

Publication date: 31 May 1999

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/d6f19f279223c6651ec83de07e3f2675c2e1e1e9

zbMATH Keywords

incomplete marketshomotopyexistence of equilibriumpath-following

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) General equilibrium theory (91B50) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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