There are many numerical algorithms to solve any problem. It is often difficult to compare competing algorithms since authors demonstrate their algorithms on different problems. In the numerical analysis literature, the typical approach to compare alternative algorithms is to develop a suite of...

Computing equilibrium in markets with incomplete asset spanning is difficult to do in general. In real markets the amount of uncertainty which occurs between trading periods is relatively small. We use bifurcation methods to derive Taylor series expansions which are asymptotically valid...