Computing Equilibria in Stochastic Finance Economies
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- Covarrubias, Enrique, 2013.
"The number of equilibria of smooth infinite economies,"
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- Covarrubias, Enrique, 2008. "The number of equilibria of smooth infinite economies with separable utilities," MPRA Paper 11099, University Library of Munich, Germany.
- Enrique Covarrubias, 2011. "The Number of Equilibria of Smooth Infinite Economies," Working Papers 2011-02, Banco de México.
- Alessandro, CITANNA & SCHMEDDERS, Karl, 2002.
"Controlling price volatility through financial innovation,"
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- Alessandro Citanna & Karl Schmedders, 2002. "Controlling Price Volatility Through Financial Innovation," Discussion Papers 1338, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Alessandro Citanna & Karl Schmedders, 2002. "Controlling Price Volatility Through Financial Innovation," Working Papers hal-00594367, HAL.
- Kubler, Felix & Schmedders, Karl, 2010.
"Competitive equilibria in semi-algebraic economies,"
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- Felix Kuber & Karl Schmedders, 2007. "Competitive Equilibria in Semi-Algebraic Economies," PIER Working Paper Archive 07-013, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Esteban-Bravo, Mercedes, 2004. "An interior point algorithm for computing equilibria in economies with incomplete asset markets," DEE - Working Papers. Business Economics. WB wb046023, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
- Schmedders, Karl, 1998. "Computing equilibria in the general equilibrium model with incomplete asset markets," Journal of Economic Dynamics and Control, Elsevier, vol. 22(8-9), pages 1375-1401, August.
- Eaves, B. Curtis & Schmedders, Karl, 1999. "General equilibrium models and homotopy methods," Journal of Economic Dynamics and Control, Elsevier, vol. 23(9-10), pages 1249-1279, September.
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