Computing equilibria in finance economies with incomplete markets and transaction costs
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Publication:818536
DOI10.1007/s00199-004-0583-4zbMath1087.91032OpenAlexW3121814859MaRDI QIDQ818536
Karl Schmedders, P. Jean-Jacques Herings
Publication date: 21 March 2006
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: http://www.kellogg.northwestern.edu/research/math/papers/1318.pdf
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Related Items (7)
An Interior-Point Differentiable Path-Following Method to Compute Stationary Equilibria in Stochastic Games ⋮ A differentiable path-following algorithm for computing perfect stationary points ⋮ A differentiable homotopy method to compute perfect equilibria ⋮ Computing equilibria for markets with constant returns production technologies ⋮ Financial markets with endogenous transaction costs ⋮ A differentiable path-following method to compute subgame perfect equilibria in stationary strategies in robust stochastic games and its applications ⋮ Endogenous restricted participation in general financial equilibrium
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