Financial Networks with Intermediation and Transportation Network Equilibria: A Supernetwork Equivalence and Reinterpretation of the Equilibrium Conditions with Computations
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References listed on IDEAS
- Storoy, Sverre & Thore, Sten & Boyer, Marcel, 1975. "Equilibrium in Linear Capital Market Networks," Journal of Finance, American Finance Association, vol. 30(5), pages 1197-1211, December.
- A. Nagurney & K. Ke, 2001. "Financial networks with intermediation," Quantitative Finance, Taylor & Francis Journals, vol. 1(4), pages 441-451.
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- repec:spr:annopr:v:240:y:2016:i:1:d:10.1007_s10479-015-2013-3 is not listed on IDEAS
- Liu, Zugang & Cruz, Jose M., 2012. "Supply chain networks with corporate financial risks and trade credits under economic uncertainty," International Journal of Production Economics, Elsevier, vol. 137(1), pages 55-67.
- Bigi, Giancarlo & Castellani, Marco & Pappalardo, Massimo & Passacantando, Mauro, 2013. "Existence and solution methods for equilibria," European Journal of Operational Research, Elsevier, vol. 227(1), pages 1-11.
- repec:spr:joptap:v:164:y:2015:i:3:d:10.1007_s10957-013-0473-7 is not listed on IDEAS
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KeywordsFinancial networks; Transportation network equilibrium; Variational inequalities; Supernetworks; Projected dynamical systems; Computation of equilibria; 65K10; 90B06; 91B28; 91B02;
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