Incomplete Market Equilibria Solved on the GPU

SSRN Electronic Journal ◽

10.2139/ssrn.2267230 ◽

2013 ◽

Author(s):

Matthijs Breugem

Keyword(s):

Incomplete Market ◽

Market Equilibria

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Incomplete-Market Equilibria Solved Recursively on an Event Tree

SSRN Electronic Journal ◽

10.2139/ssrn.1876428 ◽

2012 ◽

Author(s):

Bernard Dumas ◽

Andrew Lyasoff

Keyword(s):

Incomplete Market ◽

Event Tree ◽

Market Equilibria

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Incomplete-Market Equilibria Solved Recursively on an Event Tree

The Journal of Finance ◽

10.1111/j.1540-6261.2012.01775.x ◽

2012 ◽

Vol 67 (5) ◽

pp. 1897-1941 ◽

Cited By ~ 25

Author(s):

BERNARD DUMAS ◽

ANDREW LYASOFF

Keyword(s):

Incomplete Market ◽

Event Tree ◽

Market Equilibria

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Incomplete-Market Equilibria Solved Recursively on an Event Tree

10.3386/w14629 ◽

2008 ◽

Cited By ~ 11

Author(s):

Bernard Dumas ◽

Andrew Lyasoff

Keyword(s):

Incomplete Market ◽

Event Tree ◽

Market Equilibria

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Incomplete-Market Equilibria Solved Recursively on an Event Tree

SSRN Electronic Journal ◽

10.2139/ssrn.1326298 ◽

2008 ◽

Author(s):

Bernard Dumas ◽

Andrew Lyasoff

Keyword(s):

Incomplete Market ◽

Event Tree ◽

Market Equilibria

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The Use of Both the Consumption Tax and the Wage Tax in an Incomplete Market

SSRN Electronic Journal ◽

10.2139/ssrn.995667 ◽

2007 ◽

Author(s):

Hisahiro Naito

Keyword(s):

Incomplete Market ◽

Consumption Tax ◽

Wage Tax

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A NOTE ON THE INDETERMINACY OF MARKET EQUILIBRIA FOLLOWING SIMULTANEOUS CHANGES IN DEMAND AND SUPPLY

Studies in Economics and Finance ◽

10.1108/eb028710 ◽

1993 ◽

Vol 15 (1) ◽

pp. 89-96

Author(s):

Jon R. Hayden

Keyword(s):

Demand And Supply ◽

Market Equilibria

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Continuous-time mean–variance portfolio selection with random horizon in an incomplete market

Automatica ◽

10.1016/j.automatica.2016.02.017 ◽

2016 ◽

Vol 69 ◽

pp. 176-180 ◽

Cited By ~ 8

Author(s):

Siyu Lv ◽

Zhen Wu ◽

Zhiyong Yu

Keyword(s):

Portfolio Selection ◽

Continuous Time ◽

Incomplete Market ◽

Random Horizon ◽

Mean Variance Portfolio ◽

Mean Variance

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The Effectiveness of Capital Controls: Implications for Monetary Autonomy in the Presence of Incomplete Market Separation

International Monetary Fund Staff Papers ◽

10.2307/3867192 ◽

1987 ◽

Vol 34 (4) ◽

pp. 621 ◽

Cited By ~ 29

Author(s):

Daniel Gros

Keyword(s):

Capital Controls ◽

Incomplete Market ◽

Monetary Autonomy

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PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE

Mathematical Finance ◽

10.1111/j.0960-1627.2004.00195.x ◽

2004 ◽

Vol 14 (3) ◽

pp. 359-381 ◽

Cited By ~ 26

Author(s):

Virginia R. Young

Keyword(s):

Term Structure ◽

Incomplete Market ◽

Affine Term Structure

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Dual Exchange Rates in the Presence of Incomplete Market Separation: Long-Run Effectiveness and Implications for Monetary Policy

SSRN Electronic Journal ◽

10.2139/ssrn.884787 ◽

1987 ◽

Author(s):

Daniel Gros

Keyword(s):

Monetary Policy ◽

Exchange Rates ◽

Incomplete Market ◽

Long Run

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