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Конкурентное Равновесие На Финансовом Рынке

Author

Listed:
  • Горелов Михаил Александрович

    (Вычислительный центр РАН)

Abstract

Предлагается модель формирования цен на финансовом рынке при несовпадающих ожиданиях участников торгов. Доказывается существование цен, балансирующих спрос и предложение. Указывается метод численного поиска таких цен. Показано, что модель допускает агрегирование с сохранением ее структуры.

Suggested Citation

  • Горелов Михаил Александрович, 2008. "Конкурентное Равновесие На Финансовом Рынке," Управление большими системами: сборник трудов, CyberLeninka;Федеральное государственное бюджетное учреждение науки Институт проблем управления им. В.А. Трапезникова РАН, issue 23, pages 110-125.
    • Handle: RePEc:scn:022092:1632385
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