Computing equilibria in the general equilibrium model with incomplete asset markets
type: Item
instance of: scholarly article
title: Computing equilibria in the general equilibrium model with incomplete asset markets
zbMATH Open document ID: 0912.90047
DOI: 10.1016/S0165-1889(98)00017-7
author: Karl Schmedders
publication date: 1999-01-12T00:00:00Z
Mathematics Subject Classification ID: 91B50
Mathematics Subject Classification ID: 90C90
Mathematics Subject Classification ID: 90-08
zbMATH DE Number: 1238270
zbMATH Keywords: incomplete asset markets
zbMATH Keywords: general equilibrium
zbMATH Keywords: penalty function
zbMATH Keywords: homotopy path-following
zbMATH Keywords: computation of equilibria
zbMATH Keywords: homotopy algorithm
describes a project that uses: HOMPACK
MaRDI profile type: Publication
cites work: Q3998344
cites work: Computing Zeros of Sections of Vector Bundles Using Homotopies and Relocalization
cites work: Computing Equilibria when Asset Markets are Incomplete
cites work: Computing equilibria of GEI by relocalization on a Grassmann manifold
cites work: Equilibrium in incomplete markets. I: A basic model of generic existence
cites work: Q3657778
cites work: An introduction to general equilibrium with incomplete asset markets
cites work: Solving systems of simultaneous equations in economics
cites work: On the optimality of equilibrium when the market structure is incomplete
cites work: A geometric approach to a class of equilibrium existence theorems
cites work: Differential Topology
cites work: Existence of equilibrium with incomplete markets
cites work: Computational economics and economic theory: Substitutes or complements?
cites work: Q4225048
cites work: Computing equilibria in infinite-horizon finance economies: The case of one asset
cites work: Computing equilibria in stochastic finance economies
cites work: Characterisation of generically complete real asset structures
cites work: Q4389633
cites work: Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
cites work: A globally convergent algorithm for computing fixed points of \(C^2\) maps
cites work: Algorithm 652
published in: Journal of Economic Dynamics and Control
Recommended article: Computing Equilibria when Asset Markets are Incomplete
Recommended article: A simple method for computing equilibria when asset markets are incomplete
Recommended article: Computing equilibria in finance economies with incomplete markets and transaction costs
Recommended article: A method for solving general equilibrium models with incomplete markets and many financial assets
Recommended article: An introduction to general equilibrium with incomplete asset markets
Recommended article: Computable general equilibrium with financial markets
Recommended article: An interior-point algorithm for computing equilibria in economies with incomplete asset markets
Recommended article: Computing equilibria in stochastic finance economies
Recommended article: Computing equilibria in economies with incomplete markets, collateral and default penalties
Recommended article: Computing equilibria in infinite-horizon finance economies: The case of one asset
description: scientific article; zbMATH DE number 1238270