Financial equilibria in the semimartingale setting: Complete markets and markets with withdrawal constraints.
Gordan ZitkovicPublished in: Finance Stochastics (2006)
Keyphrases
- financial markets
- market equilibrium
- trading strategies
- electronic commerce
- stock market
- enterprise systems
- electronic markets
- cooperative
- trading systems
- fixed point
- linear constraints
- geometric constraints
- search costs
- constrained optimization
- neural network
- constraint satisfaction
- resource allocation
- linear programming
- case study
- learning algorithm