An example of a stochastic equilibrium with incomplete markets.

Gordan Zitkovic

Published in: Finance Stochastics (2012)

Keyphrases

market equilibrium
market participants
stochastic optimization
data sets
linear program
game theory
nash equilibrium
stochastic nature
hidden markov models
electronic commerce
monte carlo
stochastic model
bidding strategies
neural network
resource allocation
variational inequalities