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Determination of general equilibrium with incomplete markets and default penalties. (2021). Zhan, Yang ; Dang, Chuangyin.
In: Journal of Mathematical Economics.
RePEc:eee:mateco:v:92:y:2021:i:c:p:49-59.

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  1. Determination of general equilibrium with incomplete markets and default penalties. (2021). Zhan, Yang ; Dang, Chuangyin.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:92:y:2021:i:c:p:49-59.

    Full description at Econpapers || Download paper

  2. A New Characterization of Equilibrium in a Multi-period Finance Economy: A Computational Viewpoint. (2019). Won, Dong Chul.
    In: Computational Economics.
    RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9750-0.

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  3. Solving Deterministic and Stochastic Equilibrium Problems via Augmented Walrasian. (2019). , Roger ; Deride, Julio ; Jofre, Alejandro.
    In: Computational Economics.
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  4. General economic equilibrium with financial markets and retainability. (2017). Rockafellar, R T ; Jofre, A.
    In: Economic Theory.
    RePEc:spr:joecth:v:63:y:2017:i:1:d:10.1007_s00199-016-1031-y.

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  5. News sentiment and jumps in energy spot and futures markets. (2017). Maslyuk-Escobedo, Svetlana ; Rotaru, Kristian ; Dokumentov, Alexander.
    In: Pacific-Basin Finance Journal.
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  6. A Constructive Proof of the Existence of Collateral Equilibrium for a Two-Period Exchange Economy Based on a Smooth Interior-Point Path. (2015). Ma, Wei.
    In: Computational Economics.
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  7. A simple method for computing equilibria when asset markets are incomplete. (2015). Ma, Wei.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:52:y:2015:i:c:p:32-38.

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  8. Computing equilibria in economies with incomplete markets, collateral and default penalties. (2013). Schommer, Susan.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:206:y:2013:i:1:p:367-383:10.1007/s10479-012-1276-1.

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  9. The Optimal Price of Default. (2013). Ma, Wei ; Dang, Chuangyin.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2013:v:14:i:1:ma:dang.

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  10. Failure of the index theorem in an incomplete market economy. (2012). Momi, Takeshi.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:48:y:2012:i:6:p:437-444.

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  11. Competitive equilibria in semi-algebraic economies. (2010). Schmedders, Karl ; Kubler, Felix.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:145:y:2010:i:1:p:301-330.

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  12. A note on parental and child risk valuation. (2007). Nastis, Stefanos ; Crocker, Thomas.
    In: Environmental & Resource Economics.
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  13. Variational Inequalities and Economic Equilibrium. (2007). Rockafellar, Terry R ; Jofre, Alejandro.
    In: Mathematics of Operations Research.
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  14. Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets. (2007). Raimondo, Roberto C ; Anderson, Robert M.
    In: Department of Economics, Working Paper Series.
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  15. On the orientability of the asset equilibrium manifold. (2006). Bich, Philippe.
    In: Post-Print.
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  16. On the orientability of the asset equilibrium manifold. (2006). bich, philippe.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:42:y:2006:i:4-5:p:452-470.

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  17. On the orientability of the asset equilibrium manifold. (2006). Bich, Philippe.
    In: Economics Papers from University Paris Dauphine.
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  18. On the existence of approximated equilibria in discontinuous economies. (2005). Bich, Philippe.
    In: Post-Print.
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  19. On the existence of approximated equilibria in discontinuous economies. (2005). Bich, Philippe.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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  20. On the existence of approximated equilibria in discontinuous economies. (2005). bich, philippe.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:41:y:2005:i:4-5:p:463-481.

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  21. On the existence of approximated equilibria in discontinuous economies. (2005). Bich, Philippe.
    In: Economics Papers from University Paris Dauphine.
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  22. An interior point algorithm for computing equilibria in economies with incomplete asset markets. (2004). Esteban-Bravo, Mercedes.
    In: DEE - Working Papers. Business Economics. WB.
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  23. The index theorem for a GEI economy when the degree of incompleteness is even. (2003). Momi, Takeshi.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:39:y:2003:i:3-4:p:273-297.

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  24. Intertemporal asset pricing theory. (2003). Duffie, Darrell.
    In: Handbook of the Economics of Finance.
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  25. Computing Equilibria in Finance Economies. (2002). Kubler, Felix.
    In: Research Memorandum.
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  26. Computing Equilibria in Finance Economies. (2002). Kubler, Felix ; Herings, P. Jean-Jacques.
    In: Mathematics of Operations Research.
    RePEc:inm:ormoor:v:27:y:2002:i:4:p:637-646.

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  27. Computing Equilibria in Finance Economies with Incomplete Markets and Transaction Costs. (2001). Schmedders, Karl ; Herings, P. Jean-Jacques.
    In: Discussion Papers.
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  28. Asymptotic Methods for Asset Market Equilibrium Analysis. (2001). Judd, Kenneth ; Guu, Sy-Ming.
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  29. Dynamic Aggregation and Computation of Equilibria in Finite-Dimensional Economies with Incomplete Financial Markets. (2001). He, Hua ; Cuoco, Domenico.
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  30. Evidence of the effect of domicile on corporate average effective tax rates in the European Union. (2000). Schmedders, Karl ; Herings, P. Jean-Jacques.
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  31. The role of corporate image and extension similarity in service brand extensions. (2000). Kubler, Felix ; Herings, P. Jean-Jacques.
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  32. Computing equilibria in finance economies with incomplete markets and transaction costs. (2000). Schmedders, Karl ; Herings, P. Jean-Jacques ; Herings, P. J. J., .
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  33. Computing Equilibria in Finance Economies. (2000). Kubler, Felix.
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  34. The Robustness of the CAPM-A Computational Approach. (2000). Kubler, Felix ; Herings, P. Jean-Jacques.
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  35. Existence and computation of a GEI equilibrium. (2000). Esteban-Bravo, Mercedes.
    In: DES - Working Papers. Statistics and Econometrics. WS.
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  36. The Robustness of the CAPM - A Computational Approach. (1999). Kubler, Felix ; Herings, P. Jean-Jacques ; Herings, P. J. J., .
    In: Other publications TiSEM.
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  37. The Robustness of the CAPM - A Computational Approach. (1999). Kubler, Felix ; Herings, P. Jean-Jacques ; Herings, P. J. J., .
    In: Discussion Paper.
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  38. General equilibrium models and homotopy methods. (1999). Schmedders, Karl ; Eaves, Curtis B..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:23:y:1999:i:9-10:p:1249-1279.

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  39. Computing equilibria in the general equilibrium model with incomplete asset markets. (1998). Schmedders, Karl.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:22:y:1998:i:8-9:p:1375-1401.

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