A new characterization of equilibrium in a multi-period finance economy : a computational viewpoint
Year of publication: |
2019
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Authors: | Won, Dongchul |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 53.2019, 1, p. 367-396
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Subject: | Algorithmic failure | Heterogeneous agents | Incomplete asset markets | Long-lived assets | Quasi-solution | Stochastic finance model | Finanzmarkt | Financial market | Theorie | Theory | Unvollkommener Markt | Incomplete market | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | CAPM | Allgemeines Gleichgewicht | General equilibrium | Finanzmathematik | Mathematical finance |
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