Computing equilibria in economies with incomplete markets, collateral and default penalties
type: Item
instance of: scholarly article
title: Computing equilibria in economies with incomplete markets, collateral and default penalties
zbMATH Open document ID: 1271.91079
author: Susan Schommer
published in: Annals of Operations Research
publication date: 2013-09-03T00:00:00Z
full work available at URL: s10479-012-1276-1
Mathematics Subject Classification ID: 91B50
zbMATH DE Number: 6203949
MaRDI profile type: Publication
OpenAlex ID: W2052293175
cites work: On Augmented Lagrangian Methods with General Lower-Level Constraints
cites work: Computing Equilibria when Asset Markets are Incomplete
cites work: Smoothing methods for nonsmooth, nonconvex minimization
cites work: Computing equilibria of GEI by relocalization on a Grassmann manifold
cites work: Default and Punishment in General Equilibrium1
cites work: An interior-point algorithm for computing equilibria in economies with incomplete asset markets
cites work: A smoothing method for mathematical programs with equilibrium constraints
cites work: Smoothing approach to Nash equilibrium formulations for a class of equilibrium problems with shared complementarity constraints
cites work: Q1280198
cites work: Computing Equilibria in Finance Economies
cites work: Multiplier and gradient methods
cites work: Computing equilibria in stochastic finance economies
cites work: Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
cites work: Q4389633
cites work: Unawareness and bankruptcy: a general equilibrium model
cites work: Smooth minimization of non-smooth functions
cites work: Q5590418
cites work: Two-dimensional multiple maximum scatter difference method for face recognition
cites work: Computing equilibria in the general equilibrium model with incomplete asset markets
DOI: 10.1007/S10479-012-1276-1
description: scientific article; zbMATH DE number 6203949