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A smooth homotopy method for incomplete markets |
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| Authors: | Zhan Yang Dang Chuangyin |
| Institution: | 1.Department of Management Science and Engineering, School of Management and Engineering, Nanjing University, Nanjing, China ;2.Department of Systems Engineering and Engineering Management, City University of Hong Kong, Hong Kong, China ; |
| Abstract: | Mathematical Programming - In the general equilibrium with incomplete asset markets (GEI) model, the excess demand functions are typically not continuous at the prices for which the assets have... |
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