An interior-point algorithm for computing equilibria in economies with incomplete asset markets
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Publication:844604
DOI10.1016/j.jedc.2007.02.008zbMath1181.91128OpenAlexW2159644524MaRDI QIDQ844604
Publication date: 19 January 2010
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10016/7357
Interior-point methods (90C51) General equilibrium theory (91B50) Computational methods for problems pertaining to game theory, economics, and finance (91-08)
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